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(0). What are the Sharpe ratios of Stocks A&B respectively? (1) What is the Sharpe Ratio of a portfolio characterized as (0.3, 0.7). (2) What
(0). What are the Sharpe ratios of Stocks A&B respectively?
(1) What is the Sharpe Ratio of a portfolio characterized as (0.3, 0.7).
(2) What is the Sharpe Ratio of a portfolio characterized as (0.5, 0.5).
(3). which strategy has the highest Sharpe Ratio? Buying individual asset, or one of the two portfolios mentioned above?
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