Question: Can you please further explain the correct answer (Answer C) 36)A portfolio with a 30% standard deviation generated a return of 18% last year when

Can you please further explain the correct answer (Answer C)

36)A portfolio with a 30% standard deviation generated a return of 18% last year when T-bills were paying 4.5%. This portfolio had a Sharpe ratio of: A) 0.75 B) 0.30 C) 0.45 D) 0.27

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