单选题 A portfolio has a return of 14.2 percent and a Sharpe's measure of 3.52. If the risk - free rate is 4.7 percent, what is the standard deviation of returns?

A、

A. 2.6%.
B、

B.3.9%.
C、

C.2.7%.

【正确答案】 C

【答案解析】Standard deviation of returns =(14.2%-4.7% )/3.52=2.6988.