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Basic Question 8 of 8
A natural resource fund has a mean total return of 22.5% and a standard deviation of 60.70%. Given that a risk-free asset has a mean return of 2.469%, what is the value of the Sharpe measure?
B. 0.37
C. 9.11
A. 0.33
B. 0.37
C. 9.11
User Contributed Comments 1
| User | Comment |
|---|---|
| karum05 | Completed |
I used your notes and passed ... highly recommended!
Lauren
Learning Outcome Statements
calculate and interpret the Sharpe ratio, Treynor ratio, M2, and Jensen's alpha
CFA® 2024 Level I Curriculum, Volume 2, Module 2.