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Could portfolio A show a higher Sharpe ration than that of portfolio B and at the same time a lower M2 measure?
Could portfolio A show a higher Sharpe ration than that of portfolio B and at the same time a lower M2 measure?
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Entrepreneurial Finance
Authors: J. Chris Leach, Ronald W. Melicher
6th edition
1305968352, 978-1337635653, 978-1305968356
