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1. A fund has holding period returns of 8% and NEGATIVE 4%. What is the geometric return? 2.The Sharpe Ratios are -0.5 for Fund A,

1. A fund has holding period returns of 8% and NEGATIVE 4%. What is the geometric return?

2.The Sharpe Ratios are -0.5 for Fund A, 0.5 for Fund B, 1 for Fund C, and 1.2 for Fund D. Based on this information, which fund has the most attractive Sharpe Ratio?

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