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Suppose you are given the following statistics on a portfolio. Return = 6% Standard Deviation = 10% Beta = 1.25 Risk Free Rate = 1%

Suppose you are given the following statistics on a portfolio.

Return = 6%

Standard Deviation = 10%

Beta = 1.25

Risk Free Rate = 1%

What is the Sharpe Ratio of the portfolio?

A, 4

B, None of the other answers

C, Not enough information given

D, 0.5

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