- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 38. Analysis of Active Portfolio Management
- Subject 2. Comparing Risk and Return
CFA Practice Question
A natural resource fund has a mean total return of 22.5% and a standard deviation of 60.70%. Given that a risk-free asset has a mean return of 2.469%, what is the value of the Sharpe measure?
B. 0.37
C. 9.11
A. 0.33
B. 0.37
C. 9.11
Correct Answer: A
User Contributed Comments 2
| User | Comment |
|---|---|
| karum05 | Completed |
| sjne09 | Good job. |