单选题 A portfolio of options had a return of 22 percent with a standard deviation of 20 percent. If the risk - free rate is 7.5 percent, what is the Sharpe ratio for the portfolio?
  • A. 0.725.
  • B. 0.147.
  • C. 0.267.
【正确答案】 A
【答案解析】Sharpe ratio =(22%-7.50%)/20% =0.725.