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rate is 5.5%. a. What is Optima's Sharpe ratio? b. If eBay's stock has a volatility of 38.5% and an expected return of 12.6%, what
rate is 5.5%. a. What is Optima's Sharpe ratio? b. If eBay's stock has a volatility of 38.5% and an expected return of 12.6%, what must be its correlation with the Optima Fund? c. If the SubOptima Fund has a correlation of 77% with the Optima Fund, what is the Sharpe ratio of the SubOptima Fund? a. What is Optima's Sharpe ratio? The Sharpe ratio is (Round to three decimal places.) b. If eBay's stock has a volatility of 38.5% and an expected return of 12.6% what must be its correlation with the Optima Fund? The correlation is (Round to three decimal places.) c. If the SubOptima Fund has a correlation of 77% with the Optima Fund what is the Sharpe ratio of the SubOptima Fund? The Sharpe Ratio is (Round to three decimal places.)
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