Consider a portfolio invested entirely in 1-year Treasury Bills. Which statement about such portfolio is NOT correct?\ The nominal Sharpe Ratio of the portfolio is zero\ The nominal rate of return of the portfolio is riskless\ The real rate of return of the portfolio is riskless\ If markets are efficient, the return of this portfolio over the long run should be lower than the return of U.S. broad equity market

Consider a portfolio invested entirely in 1-year Treasury Bills. Which statement about such portfolio is NOT correct? The nominal Sharpe Ratio of the portfolio is zero The nominal rate of return of the portfolio is riskless The real rate of return of the portfolio is riskless If markets are efficient, the return of this portfolio over the long run should be lower than the return of U.S. broad equity market