The Following Data Are Available Relating to the Performance of Sooner

question 59

Multiple Choice

The following data are available relating to the performance of Sooner Stock Fund and the market portfolio: $\begin{array}{lcc} & \text { Sooner } & \text { Market } \\&&\text { Portfolio }\\\text { Average return } & 20 \% & 11\% \\\text { Standard deviations of returns } & 44\% & 19\% \\\text { Beta } & 1.8 & 1.0 \\\text { Residual standard deviation } & 2.0 \% & 0.0 \%\end{array}$ The risk-free return during the sample period was 3%.
What is the Sharpe measure of performance evaluation for Sooner Stock Fund?

• A) 1.33%
• B) 4.00%
• C) 8.67%
• D) 38.6%
• E) 37.14%

---

Definitions:

Governmental Controls

Regulations and policies implemented by a government to manage and control business practices, market entry, or trade.

Diversity Management Initiatives

Strategies and practices aimed at creating and managing a diverse workforce to improve company culture and drive business results.

Title VII

A section of the Civil Rights Act of 1964 prohibiting employment discrimination based on race, color, religion, sex, or national origin in the United States.

EEOC

Equal Employment Opportunity Commission, a federal agency enforcing laws against workplace discrimination.