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Calculate the Sharpe ratios for portfolios A, B, and T in Table 7.5. Treasury bills offer an interest rate of 2%. Which portfolio offers the
Calculate the Sharpe ratios for portfolios A, B, and T in Table 7.5. Treasury bills offer an interest rate of 2%. Which portfolio offers the highest ratio? (Round your answers to 4 decimal places.
Expected portfolio return Portfolio standard deviation 10.030.55.410.56.812.5 \begin{tabular}{|l|l|} \hline Sharpe ratios for portfolios A & \\ \hline Sharpe ratios for portfolios B & \\ \hline Sharpe ratios for portfolios T & \\ \hline Highest sharpe ratio & \\ \hline \end{tabular}
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