Your Portfolio Has an Expected Return of 15

question 21

Multiple Choice

Your portfolio has an expected return of 15.6 percent, a beta of 1.31, and a standard deviation of 15.3 percent. The U.S. Treasury bill rate is 3.8 percent. What is the Sharpe ratio of your portfolio?

• A) .67
• B) .69
• C) .74
• D) .77
• E) .83

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