Exhibit 25 -Refer to Exhibit 25

question 53

Multiple Choice

Exhibit 25.9
Use the Information Below for the Following Problem(S)
Consider the following information for four portfolios, the market and the risk free rate (RFR) :
$$\begin{array} { l l l l } \text { Partidio } & \text { Return } & \text { Eet. } & \text { ED } \\\hline \text { A1 } & 0.15 & 1.25 & 0.182 \\\text { A2 } & 0.1 & 0.9 & 0.223 \\\text { A3 } & 0.12 & 1.1 & 0.138 \\\text { A4 } & 0.08 & 0.8 & 0.125 \\\text { Market } & 0.11 & 1 & 0.2 \\\text { RFR } & 0.03 & 0 & 0\end{array}$$
-Refer to Exhibit 25.9.Calculate the Sharpe Measure for each portfolio.

• A) A1 = 0.40, A2 = 0.31, A3 = 0.65, A4 = 0.66
• B) A1 = 0.31, A2 = 0.66, A3 = 0.65, A4 = 0.40
• C) A1 = 0.66, A2 = 0.65, A3 = 0.31, A4 = 0.40
• D) A1 = 0.66, A2 = 0.31, A3 = 0.65, A4 = 0.40
• E) None of the above

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