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If the optimal risky portfolio Os Sharpe ratio is 0.78, then the complete portfolio allocated between the portfolio O and risk-free asset has a Sharpe

If the optimal risky portfolio Os Sharpe ratio is 0.78, then the complete portfolio allocated between the portfolio O and risk-free asset has a Sharpe ratio of:

0.78

Higher than 0.78

Indeterminable

Lower than 0.78

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