Question: Question Completion Status: QUESTION 47 1346) A portfolio has a variance of .0165, a beta of 1.05, and risk-free rate is 3.4 percent? an expected
Question Completion Status: QUESTION 47 1346) A portfolio has a variance of .0165, a beta of 1.05, and risk-free rate is 3.4 percent? an expected return of 12.65 percent. What is the Sharpe ratio if the expected .70 O .82 O .66 O .72 .86 QUESTION 48 1354) The U.S. Treasury bill s yielding 3.0 percent and the market has an expected return of 11.6 percent. What is the Treynor ratio of a correctly-valued portfolio that has a beta of 1.02, and a standard deviation of 12.2 percent? O .102 .074 .628 O .086 .619 QUESTION 49 O 2.25 percent O 4.04 percent 3.36 percent O 2.67 percent 2.51 percent
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