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Assume that risk free rate is 3%, and that the market portfolio has an expected return of 11% and standard deviation of 25%. Your client
Assume that risk free rate is 3%, and that the market portfolio has an expected return of 11% and standard deviation of 25%. Your client wants a portfolio with an expected return of 9%. What portfolio would you suggest to your client? What is the Sharpe ratio of this optimal portfolio
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How To Understand Business Finance
Authors: Bob Cinnamon, Brian Helweg-Larsen
2nd Edition
0749460202, 978-0749460204
