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A portfolio with a 5% beta and 10% standard deviation expects a return of 10% when T-bills is paying 4%. This portfolio had a Sharpe

A portfolio with a 5% beta and 10% standard deviation expects a return of 10% when T-bills is paying 4%. This portfolio had a Sharpe ratio of ____.

A. 0.4

B. 0.6

C. 0.8

D. I do not know

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