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Albert and Alan run a fund called AA. The expected return of the AA fund is 13% and standard deviation is 20%. The risk-free T-bill

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Albert and Alan run a fund called AA. The expected return of the AA fund is 13% and standard deviation is 20%. The risk-free T-bill rate is 5%. Jane, a client of AA, hopes to invest in AA and the T-bills so that her complete portfolio has a standard deviation (in %) equal to her pet's birth weight in ounces. What is the Sharpe ratio of Jane's portfolio

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