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10 Die 5 points If the optimal risky portfolio Os Sharpe ratio is 0.78, then the complete portfolio allocated between the portfolio O and risk-free
10 Die 5 points If the optimal risky portfolio Os Sharpe ratio is 0.78, then the complete portfolio allocated between the portfolio O and risk-free asset has a Sharpe ratio of: O 0.78 Higher than 0.78 Indeterminable O O Lower than 0.78 Previous Next
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