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Table below shows the historical returns for Companies A, B and C 1. If one investor has a portfolio consisting of 50% Company A and
Table below shows the historical returns for Companies A, B and C
1. If one investor has a portfolio consisting of 50% Company A and 50% Company B, what are the average portfolio return and standard deviation? What is Sharpe ratio if the risk-free rate is 3.8%?
2. If another investor has a portfolio consisting of 1/3 Compan
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