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An analyst has gathered the following information about the performance of an equity fund and the S&P 500 index over the same time period. Equity Fund S&P 500 Return 32% 26% Standard Deviation 41% 29% Beta 0.98 1.00 Risk-free rate is 6.00% The difference between the Sharpe ratio for the equity fund and the Sharpe ratio for the S&P 500 is the: A. S&P 500 is 0.04 lower. B. S&P 500 is 0.09 higher. C. equity fund is 0.06 lower. |