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

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Definitions:

Readiness To Change

An individual's preparedness and willingness to initiate or engage with transformative actions or behaviors in their life.

Differentially Effective

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Long-Term Outcome

This term denotes the final or eventual results or consequences of an action, treatment, or policy over an extended period.

Serious Mental Disorders

A category of mental health conditions characterized by severe symptoms that significantly disrupt daily living and functioning.