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A pension fund would like to add an investment to its portfolio. Investment A has a Sharpe Ratio of 1.3 and investment B has a

A pension fund would like to add an investment to its portfolio. Investment A has a Sharpe Ratio of 1.3 and investment B has a Sharpe Ratio of 1.5. Will investment B be a better choice?

A: Yes: Investment B has a higher Sharpe ratio

B: No: Investment A is better with a lower Sharpe Ratio

C: I do not Agree with the statement that Investment B is better

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