问题
单项选择题
The mean monthly return on U.S. Treasury bills ( T - bills) is 0.42 percent. The mean monthly return for an index of small stocks is 4.56 percent, with a standard deviation of 3.56 percent. What is the Sharpe measure for the index of small stocks（）
A. 10.60%.
B. 16.56%.
C. 1.16%.
答案
参考答案：C
解析：
The Sharpe ratio measures excess return per unit of risk. (4.56-0.42)/3.56=1.16%.