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Given the information below which portfolio(s) plot above the security market line? Portfolio A Sharpe:0.16 Treynor:0.01 B Sharpe:0.33 Treynor0.06 C Sharpe:0.45 Treynor:0.17 a. Portfolio A
Given the information below which portfolio(s) plot above the security market line?
Portfolio
A
Sharpe:0.16
Treynor:0.01
B
Sharpe:0.33
Treynor0.06
C
Sharpe:0.45
Treynor:0.17
a. Portfolio A
b. Portfolio B
c. Portfolio C
d. Portfolios A and B
e. Portfolios B and C
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