Which Sharpe ratio indicates that Fund One earned a return on investment that is greater than the risk taken by the fund? A. 0.5. B. 1.5. C. 1.0. D. 0.
A Sharpe ratio of 1 indicates the risk and return of the investment are proportional, while a lower ratio indicates greater risk was taken and a higher ratio indicates less risk was taken to generate the return on investment.
