What is the Sharpe measure? If the average realized return of a portfolio is 20% per year,

  What is the Sharpe measure?

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If the average realized return of a portfolio is 20% per year, the standard deviation of returns is 30%, the portfolio beta is 1.5, the average return of Treasury bills over the same period is 5% per year, and the average return on the market is 15% per year; If the average realized return of a portfolio is 20% per year, the standard deviation of returns is 30%, the portfolio beta is 1.5, the average return of Treasury bills over the same period is 5% per year, and the average return on the market is 15% per year;

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The Sharpe ratio is a measure of riskadjusted return It is calcul... View the full answer