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5. Suppose that you currently have $250,000 invested in a portfolio with an expected return of 12% and a volatility of 10%. At the same
5. Suppose that you currently have $250,000 invested in a portfolio with an expected return of 12% and a volatility of 10%. At the same time the efficient (tangent) portfolio has an expected return of 17% and a volatility of 12%. The risk- free rate of interest is 5%. The Sharpe ratio for your portfolio is closest to: A) 1.2. B) 0.6. C) 1.0. D) 0.7
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