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Hi I need to calculate the risk adjusted expected return for a portfolio the weight is 50% I have the expected return , return ,
Hi I need to calculate the risk adjusted expected return for a portfolio the weight is 50% I have the expected return, return, variance, std, correlation and covariance. How can I find the risk adjusted expected return Thank you
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Derivatives Markets
Authors: Robert L. McDonald
2nd Edition
032128030X, 978-0321280305
