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Monthly expected return standard deviation sharpe ratio AAPL AMZN GE 2.79% 2.58% 9.53% 11.16% 28.24% 22.18% IBM MSFT NFLX GOOGL BRK PFE XOM SP500 Rf(risk
Monthly expected return standard deviation sharpe ratio AAPL AMZN GE 2.79% 2.58% 9.53% 11.16% 28.24% 22.18% IBM MSFT NFLX GOOGL BRK PFE XOM SP500 Rf(risk free rate) 0.50% 0.68% 1.01% 4.29% 1.84% 0.83% 0.63% 0.73% 0.51% 0.10% 7.73% 5.48% 6.92% 16.65% 8.79% 4.85% 5.56% 5.11% 4.10% 0.15% 5.12% 10.58% 13.14% 25.15% 19.84% 14.98% 9.51% 12.30% 10.04% 0.00% Compare Sharpe ratios of individual stocks to those of S&P500. Does CAPM hold? What do you think about the future of stock picking? (please provide a short discussion below, 1-2 paragraphs)
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