You find that the annual Sharpe ratio for stock A returns is equal to 1.8. For a 3-year holding period, the Sharpe ratio would equal ________.
A) 1.8
B) 2.48
C) 3.12
D) 5.49

Question

Quizplus · Accepted Answer

The Sharpe ratio grows at a rate of S1 11eaaae8_8b68_8a7f_a4b8_43536570d1cd_TB6474_00 so the 3-year Sharpe ratio would be 1.8 × 11eaaae8_8b68_8a80_a4b8_a19908f67b84_TB6474_00 = 3.12.

You Find That the Annual Sharpe Ratio for Stock a Returns