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13. The following data are available for a portfolio and the market for a recent 10-year period Average Annual Return (%) Standard Deviation (%) portfolio

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13. The following data are available for a portfolio and the market for a recent 10-year period Average Annual Return (%) Standard Deviation (%) portfolio 12 32 market 10 18 The risk-free rate is 2%. Calculate the Sharpe ratio. Express your answer to the nearest 0.01, in other words, with two digits to the right of the decimal point

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