When will a new investment improve the Sharpe ratio of a portfolio?

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Corporate Finance

ISBN: 9780132992473

3rd Edition

Authors: Jonathan Berk, Peter DeMarzo

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Question Posted: Mar 07, 2024 01:00 AM

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When will a new investment improve the Sharpe ratio of a portfolio?

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A new investment will improve the Sharpe ratio of a portfolio when it increases the portfolios expected return without a corresponding increase in its ...View the full answer

Corporate Finance

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