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Your portfolio's monthly expected return, monthly volatility, and beta are 4%,10%, and 1.1, respectively. What is the annualized Sharpe ratio of your portfolio? The riskfree

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Your portfolio's monthly expected return, monthly volatility, and beta are 4%,10%, and 1.1, respectively. What is the annualized Sharpe ratio of your portfolio? The riskfree rate is 1% per year. Pick the closest number. 3.6000.8791.706 None of the above

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