During the 1926-2010 period the Sharpe ratio was greatest for which of the following asset classes?
A. Small U.S. stocks
B. Large U.S. stocks
C. Long-term U.S. Treasury bonds
D. Bond world portfolio return in U.S. dollars
Answer: B. large US stocks
During the 1926-2010 period the Sharpe ratio was greatest for which of the following asset classes?
A. Small U.S. stocks
B. Large U.S. stocks
C. Long-term U.S. Treasury bonds
D. Bond world portfolio return in U.S. dollars
Answer: B. large US stocks