Question: During the 1 9 5 2 - 2 0 2 2 period, the Sharpe ratio was lowest for which of the following asset classes? Multiple

During the 1952-2022 period, the Sharpe ratio was lowest for which of the following asset classes?
Multiple Choice
Big/value stocks
Small/growth stocks
Small/value stocks
Big/growth stocks
 During the 1952-2022 period, the Sharpe ratio was lowest for which

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