Question: Problem 6-3 (Static) A portfolio's expected return is 12%, its standard deviation is 20%, and the risk-free rate is 4%. Which of the following would

Problem 6-3 (Static)

A portfolio's expected return is 12%, its standard deviation is 20%, and the risk-free rate is 4%. Which of the following would make for the greatest increase in the portfolio's Sharpe ratio? (You may select more than one answer.)

Check All That Apply

An increase of 1% in expected return.

A decrease of 1% in the risk-free rate.

A decrease of 1% in its standard deviation.

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