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Consider the following portfolio, an equally-weighted combination of stock 1 and stock 2. Call this the * (asterick) portfolio. What is the Sharpe ratio associated
Consider the following portfolio, an equally-weighted combination of stock 1 and stock 2. Call this the * (asterick) portfolio. What is the Sharpe ratio associated with the asterick portfolio? Monthly values follow:
R1 = 1.3 % | 1 = 6.0 % | R2 = 1.4 % | 2 = 7.0 % | P1,2 0.5 | RF= 0.4% |
ANSWER: 0.169 I need to know how to get this
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