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Question 1: What is the Sharpe ratio of this portfolio? 3 2.5 1 0.5 2 Question 2: Investor As net wealth is 1000. If he
Question 1: What is the Sharpe ratio of this portfolio?
- 3
- 2.5
- 1
- 0.5
- 2
Question 2: Investor As net wealth is 1000. If he borrow 2000 at risk-free interest rate Rf and invest 3000 on portfolio A, what is the expected return of this risky and risk-free assets portfolio?
- 45%
- 30%
- 65%
- 80%
- 33%
Question 3: hat is the standard deviation of this risky and risk-free assets portfolio?
- 20%
- 45%
- 15%
- 30%
- 50%
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