Question: Click to see additional instructions Find the Sharpe Ratio given the following data for a mutual fund. The average risk-free rate=1% and average return on

 Click to see additional instructions Find the Sharpe Ratio given the

Click to see additional instructions Find the Sharpe Ratio given the following data for a mutual fund. The average risk-free rate=1% and average return on the market=11%. Ave. portfolio return=10%, Beta=0.8, Ave. benchmark return=8%, standard deviation of returns=18%, tracking error=10%. Give your answer to two decimal places

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