A portfolio has a beta of 1.26, a standard deviation of 15.9%, and an average return of 15.07%. The market rate is 12.7% and the risk-free rate is 3.6%. What is the Sharpe ratio?
A).616
B).684
C).721
D).847
E).880

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The Answer of A portfolio has a beta of 1.26, a standard deviation of 15.9%, and an average return of 15.07%. The market rate is 12.7% and the risk-free rate is 3.6%. What is the Sharpe ratio?
A).616
B).684
C).721
D).847
E).880

A Portfolio Has a Beta of 1