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Alex Is Working on an Investment Portfolio Reviewing Gas and Diesel

Question 10

Multiple Choice

Alex is working on an investment portfolio reviewing Gas and Diesel summary statistics. Which investment would be the better risk per unit, assuming Rf = 2? Alex is working on an investment portfolio reviewing Gas and Diesel summary statistics. Which investment would be the better risk per unit, assuming R<sub>f</sub> = 2? A) Gas provides a higher Sharpe ratio with 32.5607, thus more reward per unit of risk. B) Gas provides a higher Sharpe ratio with 73.9700, thus more reward per unit of risk. C) Diesel provides a higher Sharpe ratio with 153.8165, thus more reward per unit of risk. D) Diesel provides a higher Sharpe ratio with 42.5738, thus more reward per unit of risk.


A) Gas provides a higher Sharpe ratio with 32.5607, thus more reward per unit of risk.
B) Gas provides a higher Sharpe ratio with 73.9700, thus more reward per unit of risk.
C) Diesel provides a higher Sharpe ratio with 153.8165, thus more reward per unit of risk.
D) Diesel provides a higher Sharpe ratio with 42.5738, thus more reward per unit of risk.

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