Question: What is the maximum sharpe ratio a manager can possibly achieve by combining the S&P benchmark with that of actively managed Integro mutual? Expected annual

What is the maximum sharpe ratio a manager can possibly achieve by combining the S&P benchmark with that of actively managed Integro mutual?

Expected annual return

 10.0% 11.5%
Return standard deviation 19.0% 26.0%
Sharpe ratio 0.333

0.300
Active return 1.2%
Active risk 8.0%
Information ratio 0.15

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