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The risk-free return during the sample period was 3%. What is the Sharpe measure of performance evaluation for Sooner Stock Fund

User Scotru
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Answer: 0.3864

Step-by-step explanation:

The Sharpe measure of Performance Evaluation aims to compare the performance of a stock or investment in general to that of a risk free security after the stock has been adjusted for it's risk.

The formula is;

= (Average Return of stock - Risk Free return) / Standard Deviation of stock

= (20% - 3% ) / 44%

= 17% / 44%

= 0.3864

I have attached the full question.

The risk-free return during the sample period was 3%. What is the Sharpe measure of-example-1
User Emin Mastizada
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