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2- Over a recent three-year period, the average annual return on a portfolio was 10 percent, and the annual return standard deviation for the portfolio

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2- Over a recent three-year period, the average annual return on a portfolio was 10 percent, and the annual return standard deviation for the portfolio was 15 percent. During the same period, the average return on 90-day Treasury bills was 5 percent. What is the Sharp ratio for this portfolio during this three-year period? A. 0.33 B. 0.55 C. 0.66 D. 0.44

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