A Portfolio with a Beta of 0

question 17

Multiple Choice

A portfolio with a beta of 0.9 has an expected return of 11 percent and a standard deviation of 24 percent. The expected return of the market is 12 percent, and the risk-free is 5 percent. What is the Sharpe ratio for the portfolio?

• A) 0.25
• B) 0.16
• C) 0.29
• D) 0.34
• E) 0.21

Comprehend the relationship between constraint slack and shadow prices in optimization problems.

Identify the challenges in using Solver for solving linear optimization models.

Grasp the importance and interpretation of balance constraints in optimization models.

Define and differentiate between optimal solutions and constraints in optimization context.

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Definitions:

Procedures of the Study

Descriptions of the specific methods and steps taken by researchers to collect, analyze, and report their findings.

Participants

Individuals who take part in a study or experiment, contributing data through their actions, responses, or experiences.

Pretest to Posttest Scores

The comparison of scores on a particular assessment before and after a specific intervention or period of time.

Nonequivalent Groups

In quasi-experimental designs, groups of participants that are compared but are not identical in terms of key characteristics because of the lack of random assignment.