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Problem 7-15 Consider the following information: Portfolio Risk-free Market Expected Return 10% 18 16 Standard Deviation 0% 24 12 a. Calculate the sharpe ratios for
Problem 7-15 Consider the following information: Portfolio Risk-free Market Expected Return 10% 18 16 Standard Deviation 0% 24 12 a. Calculate the sharpe ratios for the market portfolio and portfolio A (Round your answers to 2 decimal places.) Sharpe Ratio Market portfolio Portfolio A b. If the simple CAPM is valid state whether the above situation is possible? Yes No
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Real Estate Finance Theory And Practice
Authors: Terrence M. Clauretie, G. Stacy Sirmans
4th Edition
032414377X, 978-0324143775
