- CFA Exams
- CFA Exam: Level I 2021
- Study Session 18. Portfolio Management (1)
- Reading 53. Portfolio Risk and Return: Part II
- Subject 4. Applications of the CAPM

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**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

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