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Your Portfolio Has an Expected Return of 12

Question 24

Multiple Choice

Your portfolio has an expected return of 12.9%, a beta of 1.52, and a standard deviation of 19.4%. The U.S. Treasury bill rate is 1.35%. What is the Sharpe ratio of your portfolio?


A) .595
B) .673
C) .700
D) .773
E) .838

Correct Answer:

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