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A stock's returns have the following distribution: Stock's expected return: Standard deviation: Coefficient of variation: Sharpe ratio: 0.1 0.1 0.4 0.3 0.1 1.0 Assume the
A stock's returns have the following distribution: Stock's expected return: Standard deviation: Coefficient of variation: Sharpe ratio: 0.1 0.1 0.4 0.3 0.1 1.0 Assume the risk-free rate is 3%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. % Demand for the Company's Products % Weak Below average Average Above average Strong Probability of this Demand Occurring Rate of Return if this Demand Occurs (38%) (12) 16 31 60
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