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Suppose that you have the following information about four mutual funds. Each is composed of some mix of stocks and bonds. Name of fund Sharpe
Suppose that you have the following information about four mutual funds. Each is composed of some mix of stocks and bonds.
Name of fund | Sharpe ratio |
Admiral Fund | 0.1073 |
Bolo Fund | 0.2628 |
Carocol Fund | 0.9252 |
Dresner Fund | 0.5599 |
Suppose that you are limited to these four mutual funds. Among these four, which one is optimal (or, at least, the most optimal)?
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