Question: A portfolio with a 25% standard deviation generated a return of 16% last year when T-bills were paying 7.5%. This portfolio had a Sharpe ratio

A portfolio with a 25% standard deviation generated a return of 16% last year when T-bills were paying 7.5%. This portfolio had a Sharpe ratio of ____.

Multiple Choice

0.59
0.25
0.34
0.18

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