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You can invest in any of the following portfolios: Portfolio A Portfolio B Portfolio C...

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You can invest in any of the following portfolios: Portfolio A Portfolio B Portfolio C Portfolio D Portfolio E ER (p.a.) 8% 9% 10% 11% 12% SD 17% 17% 22% 32% 28% Given a risk-free rate of return of 2.5% p.a., the portfolio with the highest Sharpe ratio is: OB OE D

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