Which country has the highest Sharpe ratio based on historical equity risk premiums and standard deviations of returns for the period 1900-2010?
A)Italy
B)Australia
C)United States
D)Germany
E)Norway

Question

Quizplus · Accepted Answer

Australia has historically offered the highest Sharpe ratio among the listed countries, indicating it has provided the best risk-adjusted returns on equities over the period 1900-2010.

Which Country Has the Highest Sharpe Ratio Based on Historical