What the sharpe ratio for the fund is

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Problem 1: Suppose that over a year, the holding period return on an investment fund was 12.93% and the return achievable from investing in government bonds was 4%. Also assume the standard deviation and beta of the investment fund's returns over this period were 5.8% and 1.8, respectively. The Sharpe ratio for this fund is

a) 2.46

b) 2.92

c) 4.96

d) 1.54

e) -0.06

Reference no: EM132894167

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