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Question 52 The following data are available relating to the performance of Wildcat Fund and the market portfolio: Average return Standard deviations of returns Beta
Question 52 The following data are available relating to the performance of Wildcat Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Market Wildcat Portfolio 183 153 25% 203 1.25 1.00 23 The risk-free return during the sample period was 7%. Calculate Sharpe's measure of performance for Wildcat Fund. A. 1.00% O B. 44.00% C. 50.00% O D. 8.80%
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