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Which combination of returns and standard deviation provides the highest Sharpe ratio? Assume a 3% risk free rate. a. return = 25%, standard deviation =
Which combination of returns and standard deviation provides the highest Sharpe ratio? Assume a 3% risk free rate.
a. return = 25%, standard deviation = 35%
b. return = 15%, standard deviation = 22%
c. return = 12%, standard deviation = 20%
d. return = 21%, standard deviation = 25%
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