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QUESTION 3 Let five investment portfolios. Also let investment A rank at the top according to the measure we called market price of risk, then,

QUESTION 3

  1. Let five investment portfolios. Also let investment A rank at the top according to the measure we called market price of risk, then, if we rank the same portfolios according to Sharpe ratio, investment A will rank

    a.

    at the top

    		 b.

    at the third position (middle)

    		 c.

    cannot tell

    		 d.

    at the bottom

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