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You are selecting portfolios based only on their Sharpe Ratio, CAPM alpha, and CAPM heta. You desire as little expercure to the market as possible.

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You are selecting portfolios based only on their Sharpe Ratio, CAPM alpha, and CAPM heta. You desire as little expercure to the market as possible. Based on this preference which portoflio is the dominant portfolio which you should pick to invest in? Portfolio Sharpe Ratio: 135 Alpha 2.2 Bet 1.78 Portfolio 2: Sharpe Ratio: 1.35 Alpha: 2.2 Beta: 78 Portfolio 3 Sharpe Ratio: 1.35 Alpha 2.2 Beta 58 Portfolio 4 Sharpe Ratio: 139 Alpha 2.2 Beta58

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