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The optimal risky portfolio has a return of 20% and a standard deviation of 10%. The risk-free rate is 5%. What is the Sharpe ratio

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The optimal risky portfolio has a return of 20% and a standard deviation of 10%. The risk-free rate is 5%. What is the Sharpe ratio of the optimal complete portfolio for an investor with risk aversion A=4? 0.5 0.1 O 1.5 0.75 O 1.25

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