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发布时间:2023-12-22 18:48:28

[单项选择]An investor's portfolio has a mean return of 15 percent and a coefficient of variation of 1.8. If the risk-free rate of return is 5 percent, the portfolio has the sharpe ratio is closet to:()
A. 0.27.
B. 0.37.
C. 0.56.

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