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Problem 1 Intro Calculate the Sharpe ratios for the following portfolios: A B 1 Portfolio Return St. dev. 2 1 0.15 0.43 3 2 0.08

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Problem 1 Intro Calculate the Sharpe ratios for the following portfolios: A B 1 Portfolio Return St. dev. 2 1 0.15 0.43 3 2 0.08 0.22 4 3 0.03 0.12 5 4 0.05 0.24 6 5 0.05 0.16 7 8 Risk-free asset 0.02 Part 1 Attempt 1/10 for 10 pts. What is the highest Sharpe ratio? 3+ decimals Submit

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