If the average realized return of a portfolio is 20% per year, the standard deviation of returns is 30%, the portfolio beta is 1.5, the average return of Treasury bills over the same period is 5% per year, and the average return on the market is 15% per year, the Sharpe measure is
A) 0.10
B) 0.25
C) 0.50
D) 0.75
Correct Answer:
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