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Confirm that the Sharpe Ratio of the optimal risky portfolio is greater than the Sharpe Ratio of the passive portfolio. Also, confirm that the square

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Confirm that the Sharpe Ratio of the optimal risky portfolio is greater than the Sharpe Ratio of the passive portfolio. Also, confirm that the square of the SR of the optimal risky portfolio : square of the SR of the passive portfolio + square of the Information Ratio

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