Question
: Suppose the investment budget is $300,000, and you borrow an additional $120,000 at the risk-free rate of 7%. You invest the total of $420,000
: Suppose the investment budget is $300,000, and you borrow an additional $120,000 at the risk-free rate of 7%. You invest the total of $420,000 in the risky portfolio with expected return of 15% and standard deviation of 22%. What is the expected return of this portfolio? What is the Sharp Ratio of your complete portfolio?
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International Business Competing In The Global Marketplace
Authors: Charles Hill
14th Edition
1260387542, 9781260387544
