Question: A portfolio with a 20% standard deviation generated a return of 12% 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

A portfolio with a 20% standard deviation generated a return of 12% last year when T-bills were paying 5.0%. This portfolio had a Sharpe ratio of O.55 .20 0 .35 O 23

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