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1. For a portfolio, the following info is given: sharpe=0.3 beta=5 var=0.02 rf=2% What is the portfolio return Rp? a. 0.042 b. 0.062 c. cannot

1. For a portfolio, the following info is given:

sharpe=0.3

beta=5

var=0.02

rf=2%

What is the portfolio return Rp?

a.

0.042

b.

0.062

c.

cannot be determined

d.

none

2.

The following info is given for a portfolio:

sharpe ratio=0.5

rf=3%

variance=0.3

beta=1

Rm=5%

What is the portfolio return Rp?

a.

0.2739

b.

0.3039

c.

cannot be determined

d.

none

ANSWER BOTHHHH. Thanks show work

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