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Alex is working on an investment portfolio reviewing Gas and Diesel summary statistics. Which investment would be the better risk per unit, assuming Rf =
Alex is working on an investment portfolio reviewing Gas and Diesel summary statistics. Which investment would be the better risk per unit, assuming Rf
Gas: Minimum Maximum Mean Standard Deviation
Diesel: Minimum Maximum Mean Standard Deviation
a Diesel provides a higher Sharpe ratio with thus more reward per unit of risk.
b Diesel provides a higher Sharpe ratio with thus more reward per unit of risk.
c Gas provides a higher Sharpe ratio with thus more reward per unit of risk.
d Gas provides a higher Sharpe ratio with thus more reward per unit of risk.
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