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4.9%. a. What is Optima's Sharpe ratio? b. If eBay's stock has a volatility of 43.1% and an expected return of 11.8%, what must be
4.9%. a. What is Optima's Sharpe ratio? b. If eBay's stock has a volatility of 43.1% and an expected return of 11.8%, what must be its correlation with the Optima Fund? c. If the SubOptima Fund has a correlation of 80% with the Optima Fund, what is the Sharpe ratio of the SubOptima Fund? a. What is Optima's Sharpe ratio? The Sharpe ratio is (Round to three decimal places.) b. If eBay's stock has a volatility of 43.1% and an expected return of 11.8% what must be its correlation with the Optima Fund? The correlation is (Round to three decimal places.) c. If the SubOptima Fund has a correlation of 80% with the Optima Fund what is the Sharpe ratio of the SubOptima Fund? The Sharpe Ratio is (Round to three decimal places.) Step by Step Solution
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Accounting Comes Alive The Color Accounting Parable
Authors: Mark Robilliard ,Peter Frampton, Chang Chang, Mark Morrow, John Gorman
1st Edition
1450769608, 978-1450769600
