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I can't seem to solve this homework problem, could you please help? The Optima Mutual Fund has an expected return of 21 .9% and a

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I can't seem to solve this homework problem, could you please help?

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The Optima Mutual Fund has an expected return of 21 .9% and a volatility of 18.9%. Optima claims that no other portfolio offers a higher Sharpe ratio. Suppose this claim is true, and the risk-free interest rate is 4.4%. a. What is Optima's Sharpe ratio? b. If eBay's stock has a volatility of 42.6% and an expected return of 9.2%, what must be its correlation with the Optima Fund? c. If the SubOptima Fund has a correlation of 82% with the Optima Fund, what is the Sharpe ratio of the SubOptima Fund

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