问题
单项选择题
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. 2.6%.
B.3.9%.
C.2.7%.
答案
参考答案：C
解析：
Standard deviation of returns =(14.2%-4.7% )/3.52=2.6988.
