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An analyst gathered the following information about a portfolio's performance over the past 10 years:

Mean annual return 11.8%

Standard deviation of annual returns 15.7%

Portfolio beta 1.2

If the mean return on the risk-free asset over the same period was 5.0%, the coefficient of variation and Sharpe ratio, respectively, for the portfolio are closest to:

Mean annual return 11.8%

Standard deviation of annual returns 15.7%

Portfolio beta 1.2

If the mean return on the risk-free asset over the same period was 5.0%, the coefficient of variation and Sharpe ratio, respectively, for the portfolio are closest to:

A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...

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