Computation of measure of portfolio for a given risk

Reference no: EM139628

Calculation of measure of portfolio for a given risk free rate.

A portfolio generates an annual return of 17%, a beta of 1.2 and a standard deviation of 19%. The market index return is 12% and has a standard deviation of 16%. What is the Sharpe measure of the portfolio if the risk free rate is 4%?

Reference no: EM139628

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