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Calculate the reward-to-variability (Sharpe) ratio if you have 75% in Security A and 25% in Security B with a risk-free rate of 3%. Year
Calculate the reward-to-variability (Sharpe) ratio if you have 75% in Security A and 25% in Security B with a risk-free rate of 3%. Year A,% B, % C, % D, % E, % S&P, % 1 10.67 -3.76 12.98 25.51 8.96 0.34 2 12.54 21.67 45.23 18.97 29.67 15.94 3 -8.82 19.84 16.52 -11.57 -12.07 4.66 4 5.56 13.37 14.28 21.42 25.68 -4.45 5 27.34 4.98 -15.53 26.22 31.08 15.14 6 21.94 11.35 1.28 17.23 -12.87 -2.89
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Linear Algebra A Modern Introduction
Authors: David Poole
4th edition
1285463242, 978-1285982830, 1285982835, 978-1285463247
