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Intro The return statistics for two stocks and T-bills are given below: B D 1 Stock A Stock BT-bills 2 Expected return 0.094 0.08 0.02
Intro The return statistics for two stocks and T-bills are given below: B D 1 Stock A Stock BT-bills 2 Expected return 0.094 0.08 0.02 3 Variance 0.1089 0.0729 4 Standard deviation 0.33 0.27 5 Covariance 0.02673 Part 1 | Attempt 3/10 for 10 pts. | Attempt 1/10 for 10 pts. Part 2 What is the Sharpe ratio of the optimal risky portfolio? 3+ decimals Submit
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