【单选题】If a portfolio has an expected return of 12% and the market risk-free rate is 3%. What is the sharpe ratio of this portfolio if the standard deviation of this portfolio is 3%?
【单选题】A portfolio contains two assets. The first asset comprises 40% of the portfolio and has a beta of 1.2. The other asset has a beta of 1.5. The portfolio beta is:
【判断题】A portfolio contains two assets. The first asset comprises 40% of the portfolio and has a beta of 1.2. The other asset has a beta of 1.5. The portfolio beta is 1.35.