Question: A portfolio with a 2 5 % standard deviation generated a return of 1 6 % last year when T - bills were paving 5

A portfolio with a 25% standard deviation generated a return
of 16% last year when T-bills were paving 5.0%. This portfolio.
had a Sharpe ratio of
lank.
0.44
0.28
0.69
0.25
 A portfolio with a 25% standard deviation generated a return of

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