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A portfolio consists of the following two funds. Fund A $ 10,000 Fund B $ 15,000 $ Invested Weight Exp Return Std Dev Beta Corr(A,B)

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A portfolio consists of the following two funds. Fund A $ 10,000 Fund B $ 15,000 $ Invested Weight Exp Return Std Dev Beta Corr(A,B) Riskfree rate 4096 14% 256 6096 1296 15% 1.92 0.28 1.27 2.956 What is the Sharpe ratio of the portfolio? 0.422 O 0.721 O 0.648 0.547 O 0.798

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