Question: Please answer the following Question 13 1 points Save Answer Portfolio BUZ reported a Sharpe Ratio of (- 1.2%), while the benchmark that the portfolio

Please answer the following

Question 13 1 points Save Answer Portfolio BUZ reported a Sharpe Ratio of (- 1.2%), while the benchmark that the portfolio is measured against reported a Sharpe Ratio of 2.4 over the same period. What statement can be made about the performance of Portfolio GBC? O BUZ out-performed the benchmark on a risk-adjusted basis O The Sharpe Ratio for BUZ shows that the portfolio could take on additional risk without affecting its rate of return O GBC generated a lower return than the risk-free rate of return O The smaller its Sharpe Ratio, the better is GBC's performance A Moving to another question will save this response. >>

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