A Portfolio Has a Variance of 0

question 79

Multiple Choice

A portfolio has a variance of 0.0165,a beta of 1.05,and an expected return of 12.65 percent.What is the Sharpe ratio if the expected risk-free rate is 3.4 percent?

• A) 0.66
• B) 0.70
• C) 0.72
• D) 0.82
• E) 0.86