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Portfolio A has an annual return of 25% with a standard deviation of 38.5%. Its market beta is 2.1. The annual return on the T-bill
Portfolio A has an annual return of 25% with a standard deviation of 38.5%. Its market beta is 2.1. The annual return on the T-bill is 0.35%, and the annual return on the market index is 8.55%. What is the Sharpe ratio of Portfolio A? a) 0.46 b) 0.12 c) 0.14 d) 0.64
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