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Which of the following is false about diversification? Select one or more: a diversification results in higher Sharpe ratios O b. diversification only works when returns on investments move in different ways O c. diversification reduces risk O d. diversification eliminates risk A portfolio has a return of 15.5% and a standard deviation of 11.1%. The risk-free rate is 1.2%. What is its Sharpe Ratio? (Answer as a decimal. Use at least 2 decimal places.)