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6.4. You are considering an investment. Your current portfolio has Sharpe ratio 0.3. The investment has expected return 0.1 and volatility 0.5. The annual effective

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6.4. You are considering an investment. Your current portfolio has Sharpe ratio 0.3. The investment has expected return 0.1 and volatility 0.5. The annual effective risk free interest rate is 0.04. Let c be the correlation between the investment and your current portfolio. Determine the range of c for which the investment would be considered. 6.4. You are considering an investment. Your current portfolio has Sharpe ratio 0.3. The investment has expected return 0.1 and volatility 0.5. The annual effective risk free interest rate is 0.04. Let c be the correlation between the investment and your current portfolio. Determine the range of c for which the investment would be considered

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