Question: Consider the following data for a particular year when returns were high for portfolio P and market M : Portfolio P Market M Average return

Consider the following data for a particular year when returns were high for portfolio P and market M : Portfolio P Market M Average return 35%28% Beta 1.21.0 Standard deviation 42%30% Calculate Sharpe's performance measure ( reward - to - variability ratio ) for the market M. Assume the risk - free rate is 6%. a 0.69 b .236 c .045 d .733 e . None

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