Zilo Stock Has an Average Return of 15 Percent, a Beta

question 91

Multiple Choice

Zilo stock has an average return of 15 percent, a beta of 2.5, and a standard deviation of returns of 20 percent. The Sharpe index of Zilo stock is

• A)0.36.
• B)0.35.
• C)0.28.
• D)0.45.
• E)none of the above