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Your investment portfolio had an annualized standard deviation of 30%, a beta of 1.4, an expected annual return of 12%, and an actual annual return

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Your investment portfolio had an annualized standard deviation of 30%, a beta of 1.4, an expected annual return of 12%, and an actual annual return of -5%. The average annual risk-free rate in the economy during that period was 2%. What was your portfolio's Sharpe Ratio? Write your answer out to three decimals - for example, write 16.2% as .162. Answer: 1

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