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Finance The optimal risky portfolio has a Sharpe ratio of 0.55. However, one of your clients does not want to hold any casino stocks in

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The optimal risky portfolio has a Sharpe ratio of 0.55. However, one of your clients does not want to hold any casino stocks in his portfolio. How would the Sharpe ratio of his optimal risky portfolio change? Please explain your answer for full credit. (4 points)

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