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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

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Question 1: What is the Sharpe ratio of this portfolio?

  1. 3
  2. 2.5
  3. 1
  4. 0.5
  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?

  1. 45%
  2. 30%
  3. 65%
  4. 80%
  5. 33%

Question 3: hat is the standard deviation of this risky and risk-free assets portfolio?

  1. 20%
  2. 45%
  3. 15%
  4. 30%
  5. 50%
(1) What is the Sharpe ratio of portfolio? (2) Investor H net wealth is 1000 . If he borrow 2000 at risk-free interest rate Rf and invest 3000 on portfolio A, what is the risk and expected return of this risky and risk-free assets portfolio? (1) What is the Sharpe ratio of portfolio? (2) Investor H net wealth is 1000 . If he borrow 2000 at risk-free interest rate Rf and invest 3000 on portfolio A, what is the risk and expected return of this risky and risk-free assets portfolio

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