Question: Question 52 The following data are available relating to the performance of Wildcat Fund and the market portfolio: Average return Standard deviations of returns Beta

Question 52 The following data are available relating to the performance

Question 52 The following data are available relating to the performance of Wildcat Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Market Wildcat Portfolio 183 153 25% 203 1.25 1.00 23 The risk-free return during the sample period was 7%. Calculate Sharpe's measure of performance for Wildcat Fund. A. 1.00% O B. 44.00% C. 50.00% O D. 8.80%

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