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42. Orange's stock returns exhibit the following (annual) probability distribution across different phases of economic activity: Stock return -5% -20% +6% +15% Probability A) 0.3 B) 0 C) 0.4 D) 0.2 5% 15% 70% 10% Business cycle phase Recession Depression Expansion Boom Moreover, assume an (annualized) risk free rate of 2%. The Sharpe ratio of Orange comes closest to