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27. There are only 5 portfolios in the efficient frontier. Their Sharpe Ratios are given below. Which one is the optimal risky portfolio? Global Minimum

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27. There are only 5 portfolios in the efficient frontier. Their Sharpe Ratios are given below. Which one is the optimal risky portfolio? Global Minimum Variance Portfolio: Sharpe Ratio = 0.4 Portfolio 2: Sharpe Ratio = 0.6 Portfolio 3: Sharpe Ratio = 0.7 Portfolio 4: Sharpe Ratio = 0.8 Global Maximum Return Portfolio: Sharpe Ratio = 0.5 A. Global Minimum Variance Portfolio B. Portfolio 2 C. Portfolio 3 D. Portfolio 4 E. Global Maximum Return Portfolio

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