A portfolio has an annual return of 15.2% and a standard deviation of returns of 11.7%. If the risk-free rate is 3.1%, the portfolio's Sharpe ratio is closest to:
Exam-Like
A
1.03
100.0%
B
1.30
0.0%
C
1.56
0.0%
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A portfolio has an annual return of 15.2% and a standard deviation of returns of 11.7%. If the risk-free rate is 3.1%, the portfolio's Sharpe ratio is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz