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Portfolio Statistics Use the table of In-returns below, answer the following questions. a) What was the Sharpe Ratio of your Portfolio if risk-free rate was
Portfolio Statistics
Use the table of In-returns below, answer the following questions. a) What was the Sharpe Ratio of your Portfolio if risk-free rate was rf=2%,? b) What is the tracking error between your portfolio and the benchmark index? c) What is the information content between your portfolio and the benchmark indexStep by Step Solution
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Finance Theory And Practice
Authors: Anne Marie Ward
3rd Edition
1908199482, 978-1908199485
