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A portfolio generates an annual return of 15, a beta of 1.1 , and a standard deviation of 10. The market index return is 5

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A portfolio generates an annual return of \15, a beta of 1.1 , and a standard deviation of \10. The market index return is \5 and has a standard deviation of \12. What is the Sharpe ratio of the portfolio if the risk-free rate is \4 ? A. 2.00 B. 0.500 C. 1.00 D. 1.10

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