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35) Short Answer Question #3 (show all work): Assume the following data: A portfolio, of which $41,100 is invested in, consists of three investments, Investment
35) Short Answer Question #3 (show all work): Assume the following data: A portfolio, of which $41,100 is invested in, consists of three investments, Investment A, Investment B, and Investment C, valued at $13,000,$12,500, and $15,600, respectively. The expected returns for Investment A, Investment B, and Investment C are 19%,20%, and 21%, respectively, Betas for Investment A, Investment B, and Investment C are 1.4,1.5, and 1.6, respectively. Risk-free rate is 4%. What is the reward-to-risk ratio? Provided the data in the question, assume the reward-to-risk ratio is instead 13%, all else equal, What is the risk-free rate
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