Question: A portfolio with a 10% standard deviation is expected to provide a return of 11% when T-bills are paying 4%. This portfolio has a Sharpe
A portfolio with a 10% standard deviation is expected to provide a return of 11% when T-bills are paying 4%. This portfolio has a Sharpe ratio of ________.
Round your answer to the nearest two decimal places, i.e., 0.01.
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