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A portfolio with a 30% standard deviation generated a return of 19% last year when T-bills were paying 4%. This portfolio had a Sharpe measure

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A portfolio with a 30% standard deviation generated a return of 19% last year when T-bills were paying 4%. This portfolio had a Sharpe measure of Multiple Choice O 1.61 2.00 O O 0.50 O 1.74

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