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The portfolios identified below are being considered for investment. During the period under consideration, RFR...

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Finance

The portfolios identified below are being considered for investment. During the period under consideration, RFR = 0.03.

Portfolio Return Beta
A 0.16 1.1 0.12
B 0.22 1 0.15
C 0.11 1.5 0.1
D 0.18 0.6 0.08

Using the Sharpe Measure, which portfolio performed best?

Two portfolios are tied.

D

B

A

C

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