The Sharpe measure on a portfolio which earns 12%, with a standard deviation of 30%, and beta of 1.27, is:
A).40.
B).094.
C).508.
D)There is not enough information

Name: The Sharpe measure on a portfolio which earns 12%, with a standard deviation of 30%, and beta of 1.27, is: A).40. B).094. C).508. D)There is not enough information
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Question

Quizplus · Accepted Answer

The Sharpe measure requires the risk-free rate to calculate the excess return over the risk-free rate, which is not provided in the question.

The Sharpe Measure on a Portfolio Which Earns 12%, with a Standard