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20.ABC fund just reported had a 12 month return of 14%.If the fund has a standard deviation of 24%, and the 90-day T. Bill is
20.ABC fund just reported had a 12 month return of 14%.If the fund has a standard deviation of 24%, and the 90-day T. Bill is yielding 4%, what is the fund's Sharpe Ratio? A. 0.3856 B. 0.3962 C. 0.4167 D. 0.4257
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