Question: A portfolio with a 20% standard deviation generated a return of 10% last year when T-bills were paying 5.0%. This portfolio had a Sharpe ratio

A portfolio with a 20% standard deviation generated a return of 10% last year when T-bills were paying 5.0%. This portfolio had a Sharpe ratio of A. 0.45 B. 0.20 C. 0.25 D. 0.15

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