题目
A portfolio with a volatility of 30.0% has a Treynor measure of 0.080. The portfolio has a correlation of 0.50 with the market index which itself has a volatility of 20.0%. What is the portfolio's Sharpe measure?
选项
A.0.095
B.0.200
C.0.330
D.0.475
答案
B
解析
「huixue_img/importSubject/1564170578695426048.png」