问题
单项选择题
A portfolio of options had a return of 22 percent with a standard deviation of 20 percent. If the risk - free rate is 7.5 percent, what is the Sharpe ratio for the portfolio（）
A. 0.725.
B. 0.147.
C. 0.267.
答案
参考答案：A
解析：
Sharpe ratio =(22%-7.50%)/20% =0.725.