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Expected Return Standard Deviation Portfolio P 16% 17% Market (M) 10% 19% The table above contains the return and standard deviation for Portfolio P and

Expected Return Standard Deviation
Portfolio P 16% 17%
Market (M) 10% 19%

The table above contains the return and standard deviation for Portfolio P and the benchmark Market portfolio. Assuming a risk-free rate of 1.4%, and that Portfolio P (with Information Ratio of 0.11) has been combined with the market portfolio to form an optimized portfolio, calculate the Sharpe Ratio for this optimized portfolio

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