If a portfolio had a return of 12%, the risk-free asset return was 4%, and the standard deviation of the portfolio's excess returns was 25%, the Sharpe measure would be

A. 0.12.
B. 0.04.
C. 0.25.
D. 0.16.
E. 0.32.


Answer: E

Business

You might also like to view...

Requesting references before extending credit

A) was once common, but not anymore. B) happens only when the applicant has a very poor credit rating. C) is illegal in the U.S. D) is a diplomatic way of denying applications. E) is a common practice.

Business

The ______________________________ is an interacting structure of people, equipment, activities, and controls that is designed to accomplish the handling of repetitive work routines of the AP department and the cashier, support their decision needs, and assist in the preparation of internal and external reports

Fill in the blank(s) with correct word

Business

In 2013, U.S. goods and services exports totaled $2.3 trillion, which comes to about 15 percent of the GDP. This means that nearly 85 percent of the goods and services produced in the United States are consumed at home

Indicate whether the statement is true or false

Business

Exporting is considered as essentially a developmental process. What are the stages in which this process can be divided?

What will be an ideal response?

Business