Dree8784 Dree8784 29-04-2024 Business Answered A portfolio has a beta of 1.16, a standard deviation of 12.2%, and an expected return of 11.55%. The market return is 10.4% and the risk-free rate is 3.2%. What is the portfolio's Sharpe ratio? a) 0.83 b) 0.70 c) 0.93 d) 1.02