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A Portfolio with a 25% Standard Deviation Generated a Return

question 70

Multiple Choice

A portfolio with a 25% standard deviation generated a return of 15% last year when T-bills were paying 4.5%. This portfolio had a Sharpe ratio of ________.


Definitions:

Personal Loan

An unsecured loan provided by a financial institution based on the borrower's creditworthiness, typically used for personal expenses or consolidating debt.

Personal Income Tax

A tax levied on individuals or households based on the income they receive from work, investments, or other sources.

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