The Following Data Are Available Relating to the Performance of Sooner

question 45

Multiple Choice

The following data are available relating to the performance of Sooner Stock Fund and the market portfolio:

The risk-free return during the sample period was 3%.
What is the Sharpe measure of performance evaluation for Sooner Stock Fund?

• A) 0.0133
• B) 0.04
• C) 0.0867
• D) 0.386
• E) 0.3714

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Definitions:

Lava Flows

Streams of molten rock that emerge from an erupting volcano and move downslope.

Ocean

A vast body of salt water that covers approximately 71% of Earth's surface, divided into five major oceans.

Solidify

The process by which a substance changes from a liquid to a solid state, often as a result of cooling or a chemical reaction.

Flood Basalts

Large volcanic eruptions that cover large areas with basalt lava, often contributing to significant geological formations.