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Suppose the client from Problem 3 again targets an expected return of 8%, but no when invests in your equity fund and the gold fund
- Suppose the client from Problem 3 again targets an expected return of 8%, but no when invests in your equity fund and the gold fund to achieve the 8% target return.
- Of his $30,000 investment, how much is invested in your fund?
- What is his portfolios standard deviation?
What is the Sharpe ratio of his portfolio?
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