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Stock A has an expected return of of 10% with a standard deviation of 8%. Stock B has an expected return of 12% with a
Stock A has an expected return of of 10% with a standard deviation of 8%. Stock B has an expected return of 12% with a standard deviation of 16%. The risk-free rate is 2%.
1.Stock A has a Sharpe Ratio of
2.Which stock has the highest risk-adjusted return?
3.With a risk-aversion of 5, the utility score of stock A is
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