Given the following information, calculate the risk-adjusted return:

Given the following information, calculate the risk-adjusted return:

Given the following information, calculate the risk-adjusted return:



90-day T-bill rate: 4%.

Actual return: 14%.

Beta 1.40.

CPI 3%.

Standard Deviation 5.0.



A) 2.0.

B) 5.0.

C) 10.0.

D) 11.0.



Answer: A


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