Question: Consider the following information: Portfolio Expected Return Standard Deviation Risk-free 7.0 % 0 % Market 13.4 37 A 12.0 26 a. Calculate the Sharpe ratios

Consider the following information:

Portfolio Expected Return Standard Deviation
Risk-free 7.0 % 0 %
Market 13.4 37
A 12.0 26

a. Calculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places.)

Sharpe Ratio
Market portfolio
Portfolio A

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