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If the assumptions of the CAPM are satisfied (.e., the CAPM holds), which of the following portfolios SHOULD have the highest Sharpe Ratio? A portfolio

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If the assumptions of the CAPM are satisfied (.e., the CAPM holds), which of the following portfolios SHOULD have the highest Sharpe Ratio? A portfolio of large-cap stocks The market portfolio A portfolio of stocks with high CAPM betas O A portfolio of value stocks

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