Use the Following Information to Answer the Question(s)below

question 113

Multiple Choice

Use the following information to answer the question(s) below.
Suppose that all stocks can be grouped into two mutually exclusive portfolios (with each stock appearing in only one portfolio) : growth stocks and value stocks.Assume that these two portfolios are equal in size (market value) ,the correlation of their returns is equal to 0.6,and the portfolios have the following characteristics: The risk-free rate is 3.5%.
-The Sharpe ratio for the value stock portfolio is closest to:

• A).53.
• B).58.
• C).61.
• D).79.

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Definitions:

Database Documenter

A tool or feature that generates a detailed report or documentation of the database schema, including tables, relationships, and other objects.

Table Relationships

The logical connections between tables in a database, defined by primary and foreign keys, to ensure data integrity.

Field Property Values

Specific settings or attributes assigned to fields in databases or software applications, dictating how data in those fields should be handled or displayed.

Class Module

In programming, a template for creating objects, providing initial values for state (member variables) and implementations of behavior (member functions or methods).