问题
单项选择题
Portfolio A earned an annual return of 15 percent with a standard deviation of 28 percent. If the mean return on Treasury bills ( T - bills) is 4 percent, the Sharpe ratio for the portfolio is :（）
A. 0.54.
B. 0.39.
C. 1.87.
答案
参考答案：B
解析：
(15-4)/28 =0.39.