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You are considering three projects: Project Expected Return Standard Deviation A 1 2 % 8 % B 1 0 % 5 % C 8 %

You are considering three projects:
Project Expected Return Standard Deviation
A 12%8%
B 10%5%
C 8%2%
The risk free rate is 3%. What is the maximum Sharpe ratio that can be achieved from investing in one (and only one) of these projects?

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