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If a portfolio had a monthly return of 0.7%, the risk-free asset return was 0.2%, and the standard deviation of the portfolio's monthly excess returns

If a portfolio had a monthly return of 0.7%, the risk-free asset return was 0.2%, and the standard deviation of the portfolio's monthly excess returns was 6%, what would the annualized Sharpe measure be? Assume all returns are continuously compounded.

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