- CFA Exams
- CFA Level I Exam
- Study Session 2. Quantitative Methods (1)
- Reading 7. Statistical Concepts and Market Returns
- Subject 8. The Sharpe Measure of Risk-Adjusted Performance
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. |