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An analyst estimated portfolio P return for the next year within several scenarios and obtained the following data: Expected portfolio return = 10% Variance of
An analyst estimated portfolio P return for the next year within several scenarios and obtained the following data:
Expected portfolio return = 10%
Variance of portfolio return = 4.84
Risk free rate is 4.5%.
Sharpe ratio of portfolio P is:
2.27 | ||
2.50 | ||
1.83 | ||
3.09 |
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