Question: A portfolio with a 20% standard deviation generated a return of 18% last year when T-bills were paying 4.0%. This portfolio had a Sharpe ratio

A portfolio with a 20% standard deviation generated a return of

A portfolio with a 20% standard deviation generated a return of 18% last year when T-bills were paying 4.0%. This portfolio had a Sharpe ratio of Multiple Choice 0.52 0.70 0.90 0.20

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