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Hello, please advise, thanks Question 6 5.55 pts Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock A's
Hello, please advise, thanks
Question 6 5.55 pts Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock A's Returns (24.25%) 18.50 38.67 14.33 39.13 Stock B's Returns 5.50% 26.73 48.25 (4.50) 43.86 Assume the risk-free rate during this time was 3.5%. What are the Sharpe ratios for Stocks A and B and the portfolio over this time period using their average returns? Answers: a) Sharpe ratio for Stock A = b) Sharpe ratio for Stock B = c) Sharpe ratio for Portfolio AB = Note: enter your answers with 4 decimal places
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