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If a Portfolio Had a Return of 8%, the Risk-Free

Question 72

Multiple Choice

If a portfolio had a return of 8%, the risk-free asset return was 3%, and the standard deviation of the portfolio's excess returns was 20%, the Sharpe measure would be


A) 0.08.
B) 0.03.
C) 0.20.
D) 0.11.
E) 0.25.

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