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Supposing that the risk-free rate is 5%, what is the Sharpe ratio of a portfolio that has an expected return of 20% and a volatility

Supposing that the risk-free rate is 5%, what is the Sharpe ratio of a portfolio that has an expected return of 20% and a volatility of 5%?

A	3
B	0.03
C	4
D	0.04
E	None of the above

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