A Portfolio Has a Sharpe Ratio of

question 43

Multiple Choice

A portfolio has a Sharpe ratio of .74, a standard deviation of 18.0%, and an expected return of 15.9%. What is the risk-free rate?

• A)1.98%
• B)2.36%
• C)2.58%
• D)3.09%
• E)3.15%

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Definitions:

Save As Query

A command or function that allows the user to save the current state or results of a database query for future use.

Filter By Form

A method of filtering database records by specifying criteria in a form that resembles an empty record.

Query Design View

An interface in database management systems where users can visually create and modify queries to extract specific data.

Criteria

Standards or rules by which something can be judged or decisions can be made.