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A risky asset has an expected return of 18% and a standard deviation of returns of 21%. If the risk- free rate is 5%, what

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A risky asset has an expected return of 18% and a standard deviation of returns of 21%. If the risk- free rate is 5%, what is the Sharpe Ratio of a portfolio invested two-thirds in the risky asset and one- third in the risk-free asset? O 0.94 O 0.75 01.02 2.95 0.62

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