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Based on the info below, compute Port. As Sharpe ratio: Portfolio Expected Return (10%) Standard Deviation (%) Beta A 8 30 0.75 B 15 25
Based on the info below, compute Port. As Sharpe ratio:
| Portfolio | Expected Return (10%) | Standard Deviation (%) | Beta |
| A | 8 | 30 | 0.75 |
| B | 15 | 25 | 1 |
| C | 20 | 40 | 1.5 |
| M | 15 | 15 | 1 |
| F | 3.2 | 0 | 0 |
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