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According to the data provided in the table below and a T-Bill = 0.298%, the most efficient portfolio according to the result of the Sharpe
According to the data provided in the table below and a T-Bill = 0.298%, the most efficient portfolio according to the result of the Sharpe Ratio is:
a. two
b. 4
c. 1
d. 3
Portfolio Average (\%) Std Dev (\%) 12348.4811.225.468.8820.2924.7517.9117.69Step by Step Solution
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