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23. Sharpe ratio of portfolio A and B are 0.40 and 0.52 respectively. Therefore, CAL(A) is...

23. Sharpe ratio of portfolio A and B are 0.40 and 0.52 respectively. Therefore, CAL(A) is _________ than CAL(B).
Select one:
a. Larger
b. Steeper
c. Smaller
d. Flatter
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