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If our port oho has a Mean/SD ratio greater than that of most stocks that comprise the portfolio, we can say: The portfolio performs Worse

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If our port oho has a Mean/SD ratio greater than that of most stocks that comprise the portfolio, we can say: The portfolio performs Worse than all most of the stocks in it The portfolio has a better return/risk balance than most of the stocks in it Something must be wrong with your calculations This statistic tells you nothing regarding the portfolio versus the stocks that comprise it

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