Question: . A portfolio s expected return is 1 2 % , its standard deviation is 2 0 % , and the risk - free rate

. A portfolios expected return is 12%, its standard deviation is 20%, and the risk-free rate is 4%. Which of the following would make for the greatest increase in the portfolios Sharpe ratio? (LO 6-3) a. An increase of 1% in expected return. b. A decrease of 1% in the risk-free rate. c. A decrease of 1% in its standard deviation

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