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A portfolio has the following risk and return attributes: 5 year annual portfolio return 9% Risk free rate over the past five years is 4%

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A portfolio has the following risk and return attributes: 5 year annual portfolio return 9% Risk free rate over the past five years is 4% 5 year market return of 7% 5 year beta 1.2 5 year standard deviation 3% Calculate the Sharpe Ratio on the above information Ff A B I - %

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