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Business, 18.11.2019 18:31 maddylosin1032

Aportfolio'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?
a. a 1 percentage point increase in expected return.
b. a 1 percentage point decrease in the risk-free rate.
c. a 1 percentage point decrease in its standard deviation.

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Aportfolio's expected return is 12%, its standard deviation is 20%, and the risk-free rate is 4%. wh...

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