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Rank from most attractive to least attractive as by Sharpe ratio using the modern period data...

Rank from most attractive to least attractive as by Sharpe ratio using the modern period data from 1990-2010.

• MSCI emerging markets, S&P 500, EAFE

• S&P 500, MSCI emerging markets, EAFE

• MSCI emerging markets, EAFE, S&P 500

• S&P 500, EAFE, MSCI emerging markets

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Answer #1

Option C. is correct answer that is MSCI emerging markets which holds the sharpe ratio of 6.5% since 1990 to 2010 backed by EAFE holds the sharpe ratio of 6% since 1990 to 2010 and lastly S&P 500 which holds the sharpe ratio of 5.4% from 1990 to 2010.

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