An analyst gathered the following information about a portfolio's performance

An analyst gathered the following information about a portfolio's performance over the past 10 years:
Mean annual return 11.8%
Standard deviation of annual returns 15.7%
Portfolio beta 1.2
If the mean return on the risk-free asset over the same period was 5.0%, the coefficient of variation and Sharpe ratio, respectively, for the portfolio are closest to:
Sharpe ratio Coefficient of variation A. 0.75 0.43 1.33 B. 0.36 1.33 C. 0.43
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...