A portfolio of options had a return of 22% with a standard deviation of 20%. If the risk-free rate is 7.5%, what is the Sharpe ratio for the portfolio?
A) 0.568.
B) 0.725.
C) 0.147.
Answer: B
Marketing MCQ
Statistical Concepts and Market Returns
A portfolio of options had a return of 22% with a standard deviation of 20%. If the risk-free rate is 7.5%, what is the Sharpe ratio for the portfolio?