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Question
A portfolio has a beta of 1.16, a standard deviation of 12.2 percent, and an expected return of 11.55 percent. The market return is 10.4 percent and the risk-free rate is 3.2 percent. What is the portfolio's Sharpe ratio?A. .57
B. .68
C. .73
D. .77
E. .85
Answer
This answer is hidden. It contains 35 characters.
Related questions
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