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just need the ans. asap thank you In the context of the Black-Litterman approach, an adjustment to the expected return of a specific asset to
just need the ans. asap thank you
In the context of the Black-Litterman approach, an adjustment to the expected return of a specific asset to reflect your own private opinion will affect the risk free rate the historical realised return of the specific assseto It won't affect anything, since it is just your opinion Other expected returns used to calculate the optimal portfolio A strategy has a monthly total return of 0.0025(0.25%) and a monthly. standard deviation of total returns of 0.0040(0.40%). The risk free rate is 2% and the market risk premium is 4%, both per annum. What is the Sharpe ratio of this strategy in annual terms? 0.7517 0.2121 4.3750 0.6250Step by Step Solution
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