[单选题]

An investor's portfolio has a mean return of 15 percent and a coefficient of variation of
 8. If the risk-free rate of return is 15 percent, the portfolio's Sharpe ratio is closet to:

A.0.27

B.0.37

C.0.56

参考答案与解析:

相关试题

An investor currently holds a portfolio that is expected to return 15 percent. The investor is plann

[单选题]An investor currently holds a portfolio that is expected to return 15 perce

  • 查看答案
  • On 1 January 2009, an institutional investor's portfolio is valued at $10,000,000. The investor

    [单选题]On 1 January 2009, an institutional investor's portfolio is valued at $10,0

  • 查看答案
  • On 1 January 2009, the value of an investor's portfolio is $89,000. The investor plans to donat

    [单选题]On 1 January 2009, the value of an investor's portfolio is $89,000. The inv

  • 查看答案
  • If Investor A has a lower risk aversion coefficient than Investor B, will Investor B's optimal

    [单选题]If Investor A has a lower risk aversion coefficient than Investor B, will I

  • 查看答案
  • The following information relates to an investor's positioning the futures market:<br />&

    [单选题]The following information relates to an investor's positioning the futures

  • 查看答案
  • An investor is short a portfolio of stocks that has volatility and return characteristics similar to

    [单选题]An investor is short a portfolio of stocks that has volatility and return c

  • 查看答案
  • A portfolio of non-dividend-paying common stocks earned a geometric mean return of 5 percent between

    [单选题]A portfolio of non-dividend-paying common stocks earned a geometric mean re

  • 查看答案
  • Based on historical returns, a portfolio has a Sharpe ratio of 2.0. If the mean return to the portfo

    [单选题]Based on historical returns, a portfolio has a Sharpe ratio of 2.0. If the

  • 查看答案
  • An investor's transaction in a mutual fund and the fund's returns over a four-year period

    [单选题]An investor's transaction in a mutual fund and the fund's returns over a fo

  • 查看答案
  • An investor's transactions in a mutual fund and the fund's returns over a four-year period

    [单选题]An investor's transactions in a mutual fund and the fund's returns over a f

  • 查看答案
  • An investor's portfolio has a mean return of 15 percent and a coefficient of variation of<br