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Kelly is a portfolio manager with a target annual return of 6%. The actual monthly returns for her fund in the first six months of
Kelly is a portfolio manager with a target annual return of 6%. The actual monthly returns for her fund in the first six months of the year are 12%, 6%, 3.8%, 1.0%, 2.2%, 15.0%. The omega ratio for her fund is closest to:
a.0.88
b.0.55
c.0.66
d.0.77
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