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Question 3 Not yet answered The following sequence of yearly gross returns and the supplementary information are provided: Period Return Marked out of 3.0 1
Question 3 Not yet answered The following sequence of yearly gross returns and the supplementary information are provided: Period Return Marked out of 3.0 1 -2.0% P Flag question 2 -10.0% 3 17.8% 4 1.0% 5 16.0% Supplementary information: Risk-free rate 3.0% p.a. What is the Sharpe ratio for the return series provided (rounded to two decimal places)? Select one: a. 0.08 b. 0.09 c. 0.13 d. 0.38 0 0 e. None of the above
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