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Average return of portfolio vs market 20% vs 7% Standard deviations of returns 45% vs 19 Beta 1.5 vs 1.0 Residual standard deviation 2.0 %

Average return of portfolio vs market 20% vs 7%

Standard deviations of returns 45% vs 19

Beta 1.5 vs 1.0

Residual standard deviation 2.0 % vs 0.0

The risk-free return during the sample period was 3%.

What is the Sharpe measure of performance evaluation for portfolio?

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