The expected return on the market is 12 percent with a standard deviation of 20 percent.The risk-free rate is 4.5 percent.What is the Sharpe ratio of a portfolio with an expected return of 10.5 percent and a standard deviation of 12 percent?
A) 0.38
B) 0.50
C) 0.70
D) 0.88
Correct Answer:
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