Over a recent three-year period, the average annual return on a portfolio was 20 percent and the

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Over a recent three-year period, the average annual return on a portfolio was 20 percent and the annual return standard deviation for the portfolio was 25 percent. During the same period, the average return on 90-day Treasury bills was 5 percent. What is the Sharpe ratio for this portfolio during this three-year period?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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