25. Which of these portfolios is optimum, relative to Sharpe's Ratio

25. Which of these portfolios is optimum, relative to Sharpe's Ratio? PORTFOLIO p 23.4% 14.5% 3.5% .18 18.9% 14.5% 3.5% .12 c 12.6% 14.5% 3.5% .08 D 27.5% 14.5% 3.5% .24 36.8% 14.5% 3.5% .25