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The Performance Fund had returns of 19% over the evaluation period and the benchmark portfolio yielded a return of 17% over the same period.  Over the evaluation period, the standard deviation of returns from the Fund was 23% and the standard deviation of returns from the benchmark portfolio was 21%. Assuming a risk-free rate of return of 8%, which one of the following is the calculation of the Sharpe index of performance for the fund over the evaluation period? 0.3913 0.4286 0.4783 0.5238 0.5870

The Performance Fund had returns of 19% over the evaluation period and the benchmark portfolio yielded a return of 17% over the same period.  Over the evaluation period, the standard deviation of returns from the Fund was 23% and the standard deviation of returns from the benchmark portfolio was 21%. Assuming a risk-free rate of return of 8%, which one of the following is the calculation of the Sharpe index of performance for the fund over the evaluation period? 0.3913 0.4286 0.4783 0.5238 0.5870

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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The Performance Fund had returns of 19% over the evaluation period and the benchmark portfolio yielded a return of 17% over the same period.  Over the evaluation period, the standard deviation of returns from the Fund was 23% and the standard deviation of returns from the benchmark portfolio was 21%. Assuming a risk-free rate of return of 8%, which one of the following is the calculation of the Sharpe index of performance for the fund over the evaluation period?

0.3913

0.4286

0.4783

0.5238

0.5870

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