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A portfolio consists of the following two funds. What is the Sharpe ratio of the portfolio? Select one: a. 0.422 b. 0.547 c. 0.645 d.

A portfolio consists of the following two funds. image text in transcribed What is the Sharpe ratio of the portfolio?

Select one:

a. 0.422

b. 0.547

c. 0.645

d. 0.721

e. 0.798

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