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 deviation19.0%26.0%
Sharpe ratio0.3330.300
Active return
1.2%
Active risk
8.0%
Information ratio
0.15

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