Question: An analyst estimated portfolio P return for the next year within several scenarios and obtained the following data: Expected portfolio return = 10% Variance of

An analyst estimated portfolio P return for the next year within several scenarios and obtained the following data:

Expected portfolio return = 10%

Variance of portfolio return = 4.84

Risk free rate is 4.5%.

Sharpe ratio of portfolio P is:

2.27

2.50

1.83

3.09

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