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Please answer and show all work done to calculate. No excel sheets please You are given the following information about stocks which you hold in
Please answer and show all work done to calculate. No excel sheets please
You are given the following information about stocks which you hold in a portfolio. The correlation between Apple and Google is -0.35. The risk-free rate is 2%. What is the Sharpe Ratio of the portfolio? Asset Weight in Expected Expected Portfolio Return Standard Deviation Apple 30% 7.3% 10.3% Google 70% 9.4% 12.1%
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