Calculate the Sharpe ratio for a portfolio with a return of 10% and a standard deviation of

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Calculate the Sharpe ratio for a portfolio with a return of 10% and a standard deviation of 1.2 during a period in which the risk free rate is 4%.

a.5.0

b.6.0

c.6.2

d.8.8

Posted Date: May 18, 2024 08:15 PM

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Calculate the Sharpe ratio for a portfolio with a return of 10% and a standard deviation of

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