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Thank you. Consider a market with 100 mutually uncorrelated risky assets that all have the same identical variance o but whose Sharpe ratios SR are

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Thank you.

Consider a market with 100 mutually uncorrelated risky assets that all have the same identical variance o but whose Sharpe ratios SR are all different, ranging from 0.01 to 1 according to the formula: Sk 1

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