Your portfolio has an expected return of 14.2 percent,a beta of 1.31,and a standard deviation of 15.3 percent.The U.S.Treasury bill rate is 3.48 percent.What is the Sharpe ratio of your portfolio?
A).65
B).67
C).70
D).77
E).83

Name: Your portfolio has an expected return of 14.2 percent,a beta of 1.31,and a standard deviation of 15.3 percent.The U.S.Treasury bill rate is 3.48 percent.What is the Sharpe ratio of your portfolio? A).65 B).67 C).70 D).77 E).83
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Question

Quizplus · Accepted Answer

Sharpe ratio = (.142 - .0348)/.153 = .7007

Your Portfolio Has an Expected Return of 14