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a portfolio with a 25% std deviation generated a return of 18% last year when t-bills were pquong 4.0%. this portfolia had a sharpe ratio
a portfolio with a 25% std deviation generated a return of 18% last year when t-bills were pquong 4.0%. this portfolia had a sharpe ratio of?
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Capital Markets Institutions Instruments And Risk Management
Authors: Frank J. Fabozzi
5th Edition
0262029480, 9780262029483
