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A portfolio has a total return of 17.5%, a beta of 1.6, and a standard deviation of 18.6%. If the risk free rate is 2.5%

A portfolio has a total return of 17.5%, a beta of 1.6, and a standard deviation of 18.6%. If the risk free rate is 2.5% and the market return is 10.2%, then Sharpe's measure of this portfolio's performance is

0.96

. 0.67

. 0.81.

0.73.

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