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George has an investment portfolio with an actual rate of return of 6.5%, a standard deviation of 3%, and a beta of 0.85. Assuming
George has an investment portfolio with an actual rate of return of 6.5%, a standard deviation of 3%, and a beta of 0.85. Assuming the market's actual return is 7% and the risk-free rate of return is 3%, calculate the Sharpe ratio for this portfolio.
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Accounting What the Numbers Mean
Authors: David H. Marshall, Wayne W. McManus, Daniel F. Viele,
9th Edition
978-0-07-76261, 0-07-762611-7, 9780078025297, 978-0073527062
