15.7/1.2 = 13.083333 13.08333 - 7.4 = 5.68333 13.08 - 5.68333/ 15.7 = .471 CV = 15.7/13.08 CV = 1.21 that is the closest I can get.

Well hopefully these two Italians will be 2 out of the 35% that get a passing grade :wink:

I said D only because the beta leads me to believe that it is a relatively risky asset (at least compared to the market) causing the CV to be higher. If the Beta was less than 1 I would have said B.

Is there something about the Sharpe being less than one in relation to the CV?

Thanks TheChad, that was what I was trying to think of. Yes, I now remember the CV being really easy to figure out, the Sharpe was the tricky part.

Guys, the full question wasn’t posted I believe. I had this on the mock and they gave more data.

mean is miising, otherwise CV = sigma/mean