Your Portfolio Has an Expected Return of 12

question 24

Multiple Choice

Your portfolio has an expected return of 12.9%, a beta of 1.52, and a standard deviation of 19.4%. The U.S. Treasury bill rate is 1.35%. What is the Sharpe ratio of your portfolio?

• A).595
• B).673
• C).700
• D).773
• E).838

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Definitions:

Hematocrit

A measurement that indicates the proportion of blood volume that is occupied by red blood cells, typically expressed as a percentage.

Hemoglobin Concentration

The amount of hemoglobin in a given volume of blood, indicative of the blood's capacity to carry oxygen.

Cardiovascular Disease

A class of diseases that involve the heart or blood vessels, including coronary artery disease, hypertension, heart failure, and more.

LDL

Low-Density Lipoprotein, often referred to as "bad" cholesterol, which can lead to plaque buildup in arteries.