Delaeney19531 Delaeney19531

26-04-2024
Business

Answered

A portfolio with a 25% standard deviation generated a return of 15% last year when T-bills were paying 4. 5%. This portfolio had a Sharpe ratio (E(r_p) - r_L/sigma_P) of ____.
1. 0 65
2. 0. 50
3. 0. 42
4. 0. 35

Answer :

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