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Assuming your portfolio has a rate of return 10.5% and its standard deviation is 20%, assuming there is a 5% probability lose of your portfolio
Assuming your portfolio has a rate of return 10.5% and its standard deviation is 20%, assuming there is a 5% probability lose of your portfolio under normal distribution,, whats your portfolios Sharpe ratio (assuming risk- free rate is 1%)? A. 0.632 B. 0.976 C. 0.475 D. 0.549
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