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Suppose the market portfolio has an expected return of 9% and a volatility of 18.5%. YMH stock return has a 22% volatility and a correlation
Suppose the market portfolio has an expected return of 9% and a volatility of 18.5%. YMH stock return has a 22% volatility and a correlation with the market return of 0.74. If the risk-free rate is 1% and the CAPM holds, what is the Sharpe ratio of the YMH stock? a O 0.32 0.384 O 0.2944 0.3648
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