12. Sharpe Ratio (LO1, CFA7) What is the formula for the Sharpe ratio for a portfolio of...
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12. Sharpe Ratio (LO1, CFA7) What is the formula for the Sharpe ratio for a portfolio of stocks and bonds with equal expected returns, i.e., E(RS) = E(RB), and a zero return correlation?
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Fundamentals Of Investments Valuation And Management
ISBN: 9781260013979
9th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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