Business, 28.12.2019 01:31, Joshuafranklindude

Aportfolio with a 25% standard deviation generated a return of 15% last year when t-bills were paying 4.5%. this portfolio had a sharpe ratio (e(r_p) - r_l/sigma_p) of __

a. 0 65
b. 0.50
c. 0.42
d. 0.35

Answers: 1

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Aportfolio with a 25% standard deviation generated a return of 15% last year when t-bills were payin...