Question: A portfolio generates an average return of 17%, a beta of 1.2 and a standard deviation of 19%. The market portfolio's average return is 12%

A portfolio generates an average return of 17%, a beta of 1.2 and a standard deviation of 19%. The market portfolio's average return is 12% and has a standard deviation of 16%. What is the Sharpe ratio of the portfolio if the risk-free rate is 4%? Select one: a. .4757 b. .5962 c. .6842 d. .7252

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