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Problem 7 Intro The return statistics for two stocks and T-bills are given below: A B D 1 Stock A Stock BT-bills 0.094 0.078 0.02

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Problem 7 Intro The return statistics for two stocks and T-bills are given below: A B D 1 Stock A Stock BT-bills 0.094 0.078 0.02 0.1225 2 Expected return 3 Variance 4 Standard deviation 5 Covariance 0.0729 0.27 0.35 0.02835 Part 1 Attempt 1/5 for 2 pts. What is the Sharpe ratio of a portfolio with 70% invested in stock A and the rest in stock B? 3+ decimals Submit

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