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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P ? P ? P X 13

You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:

Portfolio RP ?P ?P
X 13 % 29 % 1.25
Y 11 24 1.10
Z 8 14 0.75
Market 10 19 1.00
Risk-free 4 0 0

What is the Sharpe ratio of portfolio X? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your ratio answers to 5 decimal places. )

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