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40 Consider the following facts relating to a portfolio-M, during the period under consideration, RFR 0.07 M-Portfolio Return 0.25 Beta 1.1 Standard Deviation 0.06 Bench-Mark

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40 Consider the following facts relating to a portfolio-M, during the period under consideration, RFR 0.07 M-Portfolio Return 0.25 Beta 1.1 Standard Deviation 0.06 Bench-Mark Return 0.13 Beta 1.0 Standard Deviation 0.04 Compute the Sharpe measure for the portfolio-M. ANSWER FORMAT: 123.45

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