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Based on the info below, compute Port. As Sharpe ratio: Portfolio Expected Return (10%) Standard Deviation (%) Beta A 11 22 0.75 B 15 25
Based on the info below, compute Port. As Sharpe ratio:
| Portfolio | Expected Return (10%) | Standard Deviation (%) | Beta |
| A | 11 | 22 | 0.75 |
| B | 15 | 25 | 1 |
| C | 20 | 40 | 1.5 |
| M | 15 | 15 | 1 |
| F | 4.4 | 0 | 0 |
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The Complete Guide To Property Finance
Authors: Richard W J Brown
1st Edition
1739832027, 978-1739832025
