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Your monthly expected return, volatility, and beta are 1%, 4%, and 1.1, respectively. What is your annualized Sharpe ratio? The risk-free rate is 0.5% per

Your monthly expected return, volatility, and beta are 1%, 4%, and 1.1, respectively. What is your annualized Sharpe ratio? The risk-free rate is 0.5% per year. Pick the closest number.

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