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A portfolio with a 15% standard deviation generated a return of 5% last year when T-bills were paying 2.5%. This portfolio had a Sharpe ratio
A portfolio with a 15% standard deviation generated a return of 5% last year when T-bills were paying 2.5%. This portfolio had a Sharpe ratio of ____.
A. |
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B. |
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C. | 0.167 | ||
D. | 0.33 |
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