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The following portfolios are being considered for investment. During the period under consideration the risk free rate is 0%. Portfolio Sharpe Ratio Beta Standard Deviation
The following portfolios are being considered for investment. During the period under consideration the risk free rate is 0%. Portfolio Sharpe Ratio Beta Standard Deviation 0.12 1.4 0.20 0.13 1.0 0.15 | 0.24 1.0 0.10 0.12 0.8 0.12 Which portfolio is more likely to be the market index
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