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Your investment portfolio had an annualized standard deviation of 25%, a beta of 1.3, an expected annual return of 10%, and an actual annual return
Your investment portfolio had an annualized standard deviation of 25%, a beta of 1.3, an expected annual return of 10%, and an actual annual return of 41%. The average annual risk-free rate in the economy during that period was 3%. What was your portfolio's Sharpe Ratio? Write your answer out to three decimals - for example, write 16.2% as.162. Answer: Check
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