Over a recent three-year period, the average annual return on a portfolio was 20 percent and the

Question:

Over a recent three-year period, the average annual return on a portfolio was 20 percent and the annual return standard deviation for the portfolio was 25 percent. During the same period, the average return on 90-day Treasury bills was 5 percent. What is the Sharpe ratio for this portfolio during this three-year period?

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