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portfolio has a beta of 1.23 and a standard deviation of 11.6 percent. What is the Sharpe ratio if the market return is 12.4 percent
portfolio has a beta of 1.23 and a standard deviation of 11.6 percent. What is the Sharpe ratio if the market return is 12.4 percent and the market risk premium is 7.9 percent
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Re Imagining Offshore Finance
Authors: Christopher M. Bruner
1st Edition
0190466871, 978-0190466879
