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An analyst gathered the following information: Portfolio Mean Return(%) Standard Deviation of Returns (%) 1 9.8 19.9 2 10.5 20.3 3 13.3 33.9 If the

An analyst gathered the following information: Portfolio Mean Return(%) Standard Deviation of Returns (%) 1 9.8 19.9 2 10.5 20.3

3

13.3 33.9

If the risk-free rate of return is 3.0 percent, the portfolio that had the best risk-adjusted performance based on the Sharpe ratio is: (Select the best answer below.) A. Portfolio 1 B. Portfolio 2 C. Portfolio 3

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