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A portfolio with a 25% standard deviation generated a return of 14% last year when T-bills were paying 2%. This portfolio had a Sharpe ratio
A portfolio with a 25% standard deviation generated a return of 14% last year when T-bills were paying 2%. This portfolio had a Sharpe ratio of . a) 0.6375 b) 0.60 c) 0.50 d) 0.40 e) 0.48 Page 6 of 14 Next Page Previous Page
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