A Portfolio Has a Beta of 1

question 82

Multiple Choice

A portfolio has a beta of 1.26,a standard deviation of 15.9 percent,and an average return of 15.07 percent.The market rate is 12.7 percent and the risk-free rate is 3.6 percent.What is the Sharpe ratio?

• A).61
• B).68
• C).72
• D).84
• E).88