题目内容:
Portfolio A earned an annual return of 15 percent with a standard deviation of 28 percent. If the mean return on Treasury bills ( T - bills) is 4 percent, the Sharpe ratio for the portfolio is :()
A. 0.54.
B. 0.39.
C. 1.87.
参考答案:
Portfolio A earned an annual return of 15 percent with a standard deviation of 28 percent. If the mean return on Treasury bills ( T - bills) is 4 percent, the Sharpe ratio for the portfolio is :()
A. 0.54.
B. 0.39.
C. 1.87.