$2$

$1$ point

A portfolio with a $20\%$ standard deviation has an expected return of $19\%$ and the T$-$bills $($risk$-$free$)$ rate is $4\%.$ This portfolio has a

Sharpe ratio of

$0\mathrm{.}80$

$1\mathrm{.}14$

$0\mathrm{.}50$

$0\mathrm{.}75$