An analyst gathered the following information about a portfolio's performance over the past ten years: Mean...
An analyst gathered the following information about a portfolio's performance over the past ten years:
Mean annual return: 11.8%
Standard deviation of annual returns: 15.7%
Portfolio Beta:1.2
If the mean return on the risk-free asset over the same period was 5.0%, the Sharpe ratio for the portfolio is closest to:
|
Sharpe ratio |
||
|
A |
0.23 |
|
|
B |
0.36 |
|
|
C |
0.43 |
Homework Answers
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An analyst gathered the following information about a
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