The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: The risk-free return during the sample period was 6%. What is the Sharpe measure of performance evaluation for Long Horn Stock Fund
A)1.33%
B)4.00%
C)8.67%
D)31.43%
E)37.14%

Question

The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio:  The risk-free return during the sample period was 6%. What is the Sharpe measure of performance evaluation for Long Horn Stock Fund
A)1.33% 
B)4.00% 
C)8.67% 
D)31.43% 
E)37.14%

Quizplus · Accepted Answer

(19% - 6%)/35% = 0.3714, or 37.14%.

The Following Data Are Available Relating to the Performance of Long