A portfolio has a variance of .0165,a beta of 1.05,and an expected return of 12.65 percent.What is the Sharpe ratio if the expected risk-free rate is 3.4 percent?
A).66
B).70
C).72
D).82
E).86

Name: A portfolio has a variance of .0165,a beta of 1.05,and an expected return of 12.65 percent.What is the Sharpe ratio if the expected risk-free rate is 3.4 percent? A).66 B).70 C).72 D).82 E).86
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Quizplus · Accepted Answer

Sharpe ratio = (.1265 - .034)/√.0165 = .7201

A Portfolio Has a Variance of