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Consider the following two investment products Investment Product Expected Return Standard Deviation A 10% 11% B 12% 15% If the risk-free rate is 3%, which
Consider the following two investment products
Investment Product | Expected Return | Standard Deviation |
A | 10% | 11% |
B | 12% | 15% |
If the risk-free rate is 3%, which product has a higher Sharpe Ratio?
A
B
A and B have the same risk
Not enough information to decide
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