Standard deviation of the portfolios excess returns

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Reference no: EM13729798

If a portfolio had a return of 15%, the risk-free asset return was 5%, and the standard deviation of the portfolio's excess returns was 30%, the Sharpe measure would be ______ .

A. 0.20

B. 0.35

C. 0.45

D. 0.33

E. 0.25

Reference no: EM13729798

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