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a portfolio with a 22.6% standard deviation generated a return of 16.7% last year when t-bills were paying 4%. this portfolio had a sharpe ratio
a portfolio with a 22.6% standard deviation generated a return of 16.7% last year when t-bills were paying 4%. this portfolio had a sharpe ratio of____
A) 0.3825
B)0.2692
C) 0.4276
D) 0.5619
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Managing Currency Options In Financial Institutions
Authors: Yat-Fai Lam, Kin-Keung Lai
1st Edition
1138778052, 978-1138778054
