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If a portfolio returned 12%, with a standard deviation of 7% and a Beta of .85, and the risk-free rate is 2%, what is the

If a portfolio returned 12%, with a standard deviation of 7% and a Beta of .85, and the risk-free rate is 2%, what is the Sharpe Ratio of the Portfolio?

Select one:

a. .07

b. 1.43

c. 1.71

d. 11.76

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