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Asset A has an expected return of 17% and a standard deviation of 20%. The risk-free rate is 8%. What is the reward-to-variability ratio? Multiple
Asset A has an expected return of 17% and a standard deviation of 20%. The risk-free rate is 8%. What is the reward-to-variability ratio?
Multiple Choice
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0.45
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0.53
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0.80
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0.83
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Handbook Of Asset And Liability Management Volume 2
Authors: S. A. Zenios, W. T. Ziemba
1st Edition
0444528024, 978-0444528025
