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You have three investment opportunities listed below. If you are optimizing your investments using the Sharpe ratio, which investment will you choose? Assume a current

You have three investment opportunities listed below. If you are optimizing your investments using the Sharpe ratio, which investment will you choose? Assume a current T-Bill is at 2%

Investment: A Geometric Return: 9% Geometric StDev: 18%

Investment: B Geometric Return: 12% Geometric StDev: 23%

Investment: C Geometric Return: 15% Geometric StDev: 27%

A. Investment C

B. Investment B or C

C. Investment B

D. Investment A

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