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An investment portfolio has an expected return of 6.5% and a standard deviation of returns of 7.5%. The risk free rate is 2.5%. What has

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An investment portfolio has an expected return of 6.5% and a standard deviation of returns of 7.5%. The risk free rate is 2.5%. What has the biggest impact on the portfolio's Sharpe Ratio? a. A0.75% (linear) increase in the expected return b. A 1.00% (linear) decrease in the risk free rate c. A 1.00% (linear) decrease in the standard deviation d. Not enough information is given

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