Quantitative Methods Q136
0. The table below summarizes the performance data for three portfolios:
| Portfolio | Arithmetic mean return(%) | Variance of (%) |
| Portfolio A | 16.4% | 4.9% |
| Portfolio B | 12.6% | 3.5% |
| Portfolio C | 14.8% | 4.2% |
Given that the mean return on the risk-free asset is 10.5 percent, which portfolio is most likely to have the highest Sharpe ratio?
