Question: According to the data provided in the table below and a T-Bill = 0.298%, the most efficient portfolio according to the result of the Sharpe

According to the data provided in the table below and a T-Bill = 0.298%, the most efficient portfolio according to the result of the Sharpe Ratio is:  a. 2 b. 4 c. 1 d. 3

Portfolio Average (\%) Std Dev (\%) 12348.4811.225.468.8820.2924.7517.9117.69

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