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Question 1 Over a sample period, an investor gathers the following data about three mutual funds. Mutual Fund Portfolio Return Portfolio Standard Portfolio Beta Deviation

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Question 1 Over a sample period, an investor gathers the following data about three mutual funds. Mutual Fund Portfolio Return Portfolio Standard Portfolio Beta Deviation 1396 18% 1.2 B 1596 20% 1.4 C 18% 2496 1.8 D 20% 129% 2.1 The risk-free rate is 5%. Which of the fund the investor would prefer based on Sharpe Ratio? Why? Show calculation For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). B I U Paragraph Arial V v 14px !!! 111 A

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