Hi, I have questions regarding calculating standard deviation and Sharpe ratio with respect to a stock portfolio. I know it does not necessarily relate to options but I asked in other forums and I didn't received yet concrete answers. 1. Is a standard deviation of a stock portfolio generally expressed as % (i.e., by measuring the deviation of the stock portfolio's return from its average return)? For instance, if my portfolio returns were 2%, 3%, 4% and -5% at the recent 4 months, will the standard deviation be 4.08% or just 4.08? 2. Is a Sharpe ratio of a stock portfolio generally expressed as % as well? For instance, if the total return of the portfolio in the recent year was 10%, the risk free rate was 0.25%, and the portfolio's standard deviation was 4%, will the Sharpe ratio be 2.43% or just 2.43? Thanks in advance for your help.