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Check my work Passive equity portfolio Calculate the following for a portfolio manager who is not allowed to short sell securities. The manager's Sharpe ratio
Check my work Passive equity portfolio Calculate the following for a portfolio manager who is not allowed to short sell securities. The manager's Sharpe ratio is 0.3398. points a. What is the cost of the restriction in terms of Sharpe's measure? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) eBook Cost of restriction Print References b. What is the utility loss to the investor (A = 3.4) given his new complete portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Cases Utility Lovels Unconstrained Constrained Passive Check my work Passive equity portfolio Calculate the following for a portfolio manager who is not allowed to short sell securities. The manager's Sharpe ratio is 0.3398. points a. What is the cost of the restriction in terms of Sharpe's measure? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) eBook Cost of restriction Print References b. What is the utility loss to the investor (A = 3.4) given his new complete portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Cases Utility Lovels Unconstrained Constrained Passive
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