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A E F G H K Sharpe Ratio D Portfolio statistics Return Average standard return deviation 9.50% 13.50% 6.50% 2.25% 12.50% 15.00% 16.00% 22.50% 7.00%

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A E F G H K Sharpe Ratio D Portfolio statistics Return Average standard return deviation 9.50% 13.50% 6.50% 2.25% 12.50% 15.00% 16.00% 22.50% 7.00% 3.15% 11.00% 4.80% 8.50% 8.25% 6.00% 1.44% 20.00% 30.00% 11.50% 34.50% 2 3 Portfolio 1 1 Portfolio 2 Portfolio 3 5 Portfolio 4 Portfolio 5 8 Portfolio 6 Portfolio 7 0 Portfolio 8 1 Portfolio 9 2 Portfolio 10 13 Risk-free 4 return 15 16 Compute the Sharpe ratio for the following portfolios, assuming the risk-free asset is 4%. What is the best portfolio according to the Sharpe ratio 4.00%

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