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A portfolio of several stocks has a Sharpe ratio of 1.25 and a risk premium of 17%. Stock XYX has a Sharpe ratio of 0.45
A portfolio of several stocks has a Sharpe ratio of 1.25 and a risk premium of 17%. Stock XYX has a Sharpe ratio of 0.45 and a risk premium of 5%. The expected return of Stock XYZ is 10.8% and the correlation between Stock XYZ and the portfolio is 0.2. Find the required return for Stock XYZ with respect to the portfolio. 8.15% 7.72% 9.44% 9.01% 8.58%
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The Political Economy Of Chinese Finance
Authors: J. Jay Choi , Michael R. Powers , Xiaotian Tina Zhang
1st Edition
1785609580,1785609572
