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The expected return of a portfolio is 10.6%, and the risk-free rate is 4%. If the portfolio standard deviation is 20%, what is the reward-to-variability
The expected return of a portfolio is 10.6%, and the risk-free rate is 4%. If the portfolio standard deviation is 20%, what is the reward-to-variability ratio of the portfolio?
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Financial Markets And Institutions An Introduction To Risk Management Approach
Authors: Anthony Saunders, Marcia Cornett
3rd Edition
0073250937, 9780073250939
