Question: 14. A portfolio with a 20% standard deviation generated a return of 12% last year when T-bills were paying 2%. This portfolio had a Sharpe

14. A portfolio with a 20% standard deviation generated a return of 12% last year when T-bills were paying 2%. This portfolio had a Sharpe ratio of 0 0.6 2 1.5 1 0 0.5

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