700+ câu trắc nghiệm Đầu tư dự án có đáp án - Phần 13
Xem toàn bộ quiz

If a portfolio had a return of 8%, the risk free asset return was 3%, and the standard deviation of the portfolio's excess returns was 20%, the Sharpe measure would be______.

6/30

If a portfolio had a return of 8%, the risk free asset return was 3%, and the standard deviation of the portfolio's excess returns was 20%, the Sharpe measure would be______.

0.20

0.08

0.03

0.11

0.25

Giải thích

Chọn đáp án E

Giải thích: Sharpe ratio: = (Mean portfolio return − Risk-free rate)/Standard deviation of portfolio return = (8% - 3%)/ 20% = 0.25