Multiple Choice
Which combination of returns and standard deviation provides the highest Sharpe ratio? Assume a 3% risk free rate.
A) return = 12%, standard deviation = 20%
B) return = 15%, standard deviation = 22%
C) return = 21%, standard deviation = 25%
D) return = 25%, standard deviation = 35%
Correct Answer:
Verified
Correct Answer:
Verified
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