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15) You are given the following information for the market and for portfolio A: Risk-free rate of return = 2% Return on the market 12%
15) You are given the following information for the market and for portfolio A: Risk-free rate of return = 2% Return on the market 12% Beta of portfolio A 1.2: Standard deviation of portfolio A 12% Return on portfolio A 14%. Based on this Information, which of the following is the Sharpe measure for portfolio A? O The Sharpe measure is 0 O The Sharpe measure is 1 O The Sharpe measure is 10 O The Sharpe measure is 100
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