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Your investment portfolio had an annualized standard deviation of 39%, a beta of 1.3, an...

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Accounting

Your investment portfolio had an annualized standard deviation of 39%, a beta of 1.3, an expected annual return of 11%, and an actual annual return of -13%. The average annual risk-free rate in the economy during that period was 3%. What was your portfolio's Sharpe Ratio? Write your answer out to three decimals - for example, write 16.2% as .162.

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