Question: QUESTION 12 A portfolio with a 20% standard deviation generated a return of 14% last year when the risk-free assets were paying 3.0% This portfolio

QUESTION 12 A portfolio with a 20% standard deviation generated a return of 14% last year when the risk-free assets were paying 3.0% This portfolio had a Sharpe ratio of 0.75 @ 0.20 0.55 O 0.41

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