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A portfolio of several stocks has a Sharpe ratio of 1.3 and a risk premium of 18%. Stock XYX has a Sharpe ratio of 0.45
A portfolio of several stocks has a Sharpe ratio of 1.3 and a risk premium of 18%. Stock XYX has a Sharpe ratio of 0.45 and a risk premium of 25%. The expected return of Stock XYZ is 30.7% and the correlation between Stock XYZ and the portfolio is 0.25. Find the required return for Stock XYZ with respect to the portfolio. 0 20.19% 021.38% O 22.57% O 23.76% O 19.00%
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Building The High Performance Finance Function
Authors: André De Waal , Eelco Bilstra ,Jacques Bootsman
1st Edition
1799869296,1799869326
