Question: A portfolio with a 20% standard deviation generated a return of 12% last year when T-bills were paying 2.5%. This portfolio had a Sharpe

A portfolio with a 20% standard deviation generated a return of 12% last year when T-bills were paying 2.5%. This portfolio had a Sharpe ratio of a) 0.475 b) 0.32 c) 0.46 d) 0.41 e) 0.25

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