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If a portfolio had a return of 10%, the risk-free asset return was 5%, and the standard deviation of the portfolio's excess returns was 20%,

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If a portfolio had a return of 10%, the risk-free asset return was 5%, and the standard deviation of the portfolio's excess returns was 20%, the Sharpe ratio would be- a. 0.10 b. 0.05 c. 0.25 6. d. 0.50 e. 0.20

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