Question: Asset Expected Return Standard Deviation F (risk-free asset) 3% -- A (risky asset) 6.95% 16.80% I create CAL from risk-free asset, F, and risky asset,

Asset Expected Return Standard Deviation
F (risk-free asset) 3% --
A (risky asset) 6.95% 16.80%

I create CAL from risk-free asset, F, and risky asset, A.

The Sharpe ratio of CAL is _______________.

(round your answer to 3 decimals)

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