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BestCo's portfolio has an expected return of 14% and a standard deviation of 20%. Nesco's portfolio has an expected rate of return of 11% and

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BestCo's portfolio has an expected return of 14% and a standard deviation of 20%. Nesco's portfolio has an expected rate of return of 11% and a standard deviation of 12%. The risk-free rate is 3%. According to the Sharpe measure, (A) Nesco has the better portfolio. . the answer depends on Bestco and Nesco's risk tolerance. C Bestco has the better portfolio. the portfolios are equally desirable

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