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Assume the risk - free rate is 3 % . Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not
Assume the riskfree rate is 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.
Stock's expected return:
Standard deviation:
Coefficient of variation:
Sharpe ratio:
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Mathematical Finance Core Theory Problems And Statistical Algorithms
Authors: Nikolai Dokuchaev
1st Edition
0415414482, 978-0415414487
