An investment in a mutual fund has generated a return of 15% with a standard deviation of 5. The risk free rate of return in the market is 8% and standard deviation to security index is 12. What is the Sharpe Ratio for t
CS Executive · Financial and Strategic Management · PYQS · December 2022
An investment in a mutual fund has generated a return of 15% with a standard deviation of 5. The risk free rate of return in the market is 8% and standard deviation to security index is 12. What is the Sharpe Ratio for the fund ? (A) 1.4% (B) 3.2% (C) 1.6% (D) 1.78%
Answer & Explanation:
Correct Answer: Option (A)
Official answer key: (A).
Topics: Financial Management
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