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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

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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 D 0.12 1.4 0.20 C 0.13 1.0 0.15 B 0.24 1.0 0.10 0.12 0.8 0.12 Which portfolio is more likely to be the market index? Select one: OD OB

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