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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 |
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