The expected return of portfolio is 9.40% and the risk free rate is 4.10%. If the portfolio
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Question:
The expected return of portfolio is 9.40% and the risk free rate is 4.10%. If the portfolio standard deviation is 18%, what is the reward to variability ratio of the portfolio?
A. 0.27
B. 1.60
C. 0.29
D. 0.99
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