Question
A portfolio XYZ has a beta equal to one and a correlation with the market equal to 0.7. It follows that the Sharpe ratio of
A portfolio XYZ has a beta equal to one and a correlation with the market equal to 0.7. It follows that the Sharpe ratio of XYZ
a) is equal to that of the market
b) is higher than that of the market
c) is lower than that of the market
d) cannot be determined
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Binary Options Trading Techniques For Accurate Price Direction
Authors: Emegha Omoruyi Emmanuel
1st Edition
1500547271, 978-1500547271
