Question: choose the correct answer Given that the expected portfolio return is 7.44%, the standard deviation is 6.12, the risk-free rate is 2.25%, the benchmark return
choose the correct answer
Given that the expected portfolio return is 7.44%, the standard deviation is 6.12, the risk-free rate is 2.25%, the benchmark return is 4.18%, and the tracking error of the fund is 3. What is the Sharpe ratio for Fund A? 2.67 0.85 1.09Step by Step Solution
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