c. Suppose you can also borrow and lend at an interest rate of 12%. Which of the
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c. Suppose you can also borrow and lend at an interest rate of 12%. Which of the portfolios has the highest Sharpe ratio?
Chapter 7 Introduction to Risk, Diversification, and Portfolio Selection 217
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Principles Of Corporate Finance
ISBN: 9781264080946
14th Edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans
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