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Round down to 2 places of decimals for every question. Denote rate of return and volatility in %- 1. Using the information below, calculate the
Round down to 2 places of decimals for every question. Denote rate of return and volatility in %- 1. Using the information below, calculate the expected rate of return risk-free rate=2%, beta = 1.3, expected market rate of return = 12% = 2. Calculate Sharpe ratio for the question 1. Risk free rate of return is 0% ) 3. MAR is the same as target return, Calculate Sortino ratio ( 4. MAR is the same as target return, Calculate Gain Loss ratio ( 5. Conditional VaR is known to be 5%, expected rate of return is 6% and risk free rate is 1% calculate conditional sharpe ratio De Round down to 2 places of decimals for every question. Denote rate of return and volatility in %- 1. Using the information below, calculate the expected rate of return risk-free rate=2%, beta = 1.3, expected market rate of return = 12% = 2. Calculate Sharpe ratio for the question 1. Risk free rate of return is 0% ) 3. MAR is the same as target return, Calculate Sortino ratio ( 4. MAR is the same as target return, Calculate Gain Loss ratio ( 5. Conditional VaR is known to be 5%, expected rate of return is 6% and risk free rate is 1% calculate conditional sharpe ratio De
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