问一道题：NO.PZ2018062001000007 [ CFA I ]

NO.PZ2018062001000007 问题如下 Abbott, analyst from investment company, recently collectesome information on a portfolio’s performanover the year. The meannureturn of the portfolio is 12%, the stanarviation of return is 15%, the portfolio beta is 1.5, anthe risk free rate is 6%. Whiof the following is most appropriate? A.The coefficient of variation is 0.80 anSharpe ratio is 4. B.The coefficient of variation is 1.25 anSharpe ratio is 0.8. C.The coefficient of variation is 1.25 anSharpe ratio is 0.4. Totrisk per unit of return cmeasurecoefficient of variation=SxX‾×100%=15%12%×100%=1.25variation=\frac{S_x}{\overline X}\times100\%=\frac{15\%}{12\%}\times100\%=1.25variation=XSx​​×100%=12%15%​×100%=1.25The excess return per unit of risk cmeasuresharp  ratio=Rp−Rfσp=12%−6%15%=0.40sharp\;ratio=\frac{R_p-R_f}{\sigma_p}=\frac{12\%-6\%}{15\%}=0.40sharpratio=σp​Rp​−Rf​​=15%12%−6%​=0.40 Sharpe Ratio = E（R）- RL/ stanrviation 为什么meannureturn等如 E（R)/ ExpecteReturn?关于\"the portfolio beta is 1.5\" 请问什么是portfolio beta?\"the portfolio beta is 1.5\" 是不是在这条问题中没有用途?