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Which one of the following is the portfolio that maximizes the Sharpe ratio? Select one: a. the one below the minimum-variance-efficient frontier b. the one

Which one of the following is the portfolio that maximizes the Sharpe ratio?

Select one: a. the one below the minimum-variance-efficient frontier

b. the one that lies on the minimum-variance-efficient frontier

c. the one above the minimum-variance-efficient frontier

d. the one that lies on the vertical axis of the minimum-variance-efficient frontier

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