A Portfolio Consists of the Following Two Funds

question 24

Multiple Choice

A portfolio consists of the following two funds. What is the Sharpe ratio of the portfolio?

• A) .39
• B) .45
• C) .52
• D) .60
• E) .64

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Definitions:

Sit-down Strike

A form of protest where workers physically occupy their workplace but refuse to work, aiming to halt production.

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A multinational corporation headquartered in the United States that designs, manufactures, markets, and distributes vehicles and vehicle parts.

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A fundamental right mentioned in the Declaration of Independence to freely pursue joy and live life in a way that makes one happy, as long as one does not do anything illegal or violate the rights of others.