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Investment Funds in Canada (IFC) Exam

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Investment Funds in Canada (IFC) Exam Questions and Answers

Questions 1

Last year, the return on YXY fund was 10.5%. It reported a standard deviation and beta of 6.5% and 1.9, respectively. Over the same period, Treasury bills and 15-year government bonds yielded 2.2% and 4.3%, respectively. What is the fund's Sharpe ratio?

Options:

A.  

3.26

B.  

0.95

C.  

1.28

D.  

4.37

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