Question: Consider the following data for a particular sample period when returns were high: Portfolio P Market Portfolio Average Return 35% 28% Beta 1.5 1.0 Standard

  1. Consider the following data for a particular sample period when returns were high:

Portfolio P Market Portfolio

Average Return 35% 28%

Beta 1.5 1.0

Standard Deviation 20% 30%

The T-bill rate during this period was 6%. What is the Sharpe ratio of Portfolio P?

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