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A portfolio with a rate of return 20%, standard deviation 20%, residual standard deviation 2% and alpha 2%, what's the portfolio's information ratio? 1.00 .

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A portfolio with a rate of return 20%, standard deviation 20%, residual standard deviation 2% and alpha 2%, what's the portfolio's information ratio? 1.00 . 0.80 OB. . 0.01 OD. 0.30

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