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During the 1986-2013 Period, the Sharpe Ratio Was Lowest for Which

Question 57

Multiple Choice

During the 1986-2013 period, the Sharpe ratio was lowest for which of the following asset classes?

A) small U.S. stocks
B) large U.S. stocks
C) long-term U.S. Treasury bonds
D) equity world portfolio in U.S. dollars

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