Which of the following statements are true? With a fixed risk-free rate, doubling the expected return and standard deviation of the risky portfollo will double the Sharpe ratio. The higher the borrowing rate, the lower the Sharpe ratios of levered portfollos. A lower allocation to the risky portfolio reduces the Sharpe (reward-to-volatility) ratio. Holding constant the risk premium of the risky portfolio, a higher risk-free rate will increase the Sharpe ratio of investments with a positive allocation to the risky asset