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The analysts at Bank of America forecasted that the return on crypto market portfolio over the coming year will be 33%. The one-year T-Bill rate

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The analysts at Bank of America forecasted that the return on crypto market portfolio over the coming year will be 33%. The one-year T-Bill rate is 9%. While examining the recent returns of the portfolio, the analysts estimated that the standard deviation of these returns will be 30%. 1. What is the Sharpe ratio of the portfolio? * OA) 0.8 O B) 0.2 O C) 0.53 D) 0.1 OE) None of the above 2. At which level of risk-aversion "A" is the risk-free asset preferred to the risky portfolio? A) A has to be lower than 5.33 B) A has to be higher than or equal to 5.38 C) "A has to be higher than or equal to 0.8 2. At which level of risk-aversion A is the risk-free asset preferred to the risky portfolio? O A) "A" has to be lower than 5.33 B) "A" has to be higher than or equal to 5.33 C) "A" has to be higher than or equal to 0.8 D) "A" has to be lower than 0.8 E) None of the above

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