A Portfolio Has a Variance of

question 40

Multiple Choice

A portfolio has a variance of .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).66
• B).70
• C).72
• D).82
• E).86

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Definitions:

Women's Sports

Athletic programs and activities that specifically involve female participants in competitive or recreational sports.

Work Hours

The period or duration within a day, week, or month that an individual is expected to be actively engaged in their job or professional duties.

Family Life

The routine interactions, activities, and relationships among members of a household, including parents, children, and extended relatives.

Labor Force

Consists of all the working-age individuals who are employed or actively seeking employment within an economy.