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Assume that you manage a risky portfolio with an expected rate of return of 0.1725 and a standard deviation of 0.29. The T-bill rate is
Assume that you manage a risky portfolio with an expected rate of return of 0.1725 and a standard deviation of 0.29. The T-bill rate is 0.06 A client wishes 0.55 invested in your risky portfolio and 0.45 in Treasuries. What would be the expected Sharpe ratio for this portfolio? O 0.3879 O.0.3542 O 0.4290 O 0.3708 O 0.4059
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