微信扫一扫
实时资讯全掌握
|
Portfolio A earned a return of 10.23% and had a standard deviation of returns of 6.22%. If the return over the same period on Treasury bills (T-bills) was 0.52% and the return to Treasury bonds (T-bonds) was 4.56%, what is the Sharpe ratio of the portfolio? A. 1.56. B. 0.56. C. 0.91. |