Question: 8. Total 5% Marks: Based on historical returns, a portfolio has a Sharpe ratio of 2.0. If the mean return to the portfolio is 20%,

8. Total 5% Marks: Based on historical returns, a portfolio has

8. Total 5% Marks: Based on historical returns, a portfolio has a Sharpe ratio of 2.0. If the mean return to the portfolio is 20%, and the mean return to a risk-free asset is 4%, what is the standard deviation of return on the portfolio

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