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The optimal international portfolio can be solved by maximizing the Sharpe ratio Multiple Choice SHP = [R(Ep) Rf]/p, SHP = [E(Rp) p,/Rf] SHP = [E(Rp)
The optimal international portfolio can be solved by maximizing the Sharpe ratio Multiple Choice SHP = [R(Ep) Rf]/p, SHP = [E(Rp) p,/Rf] SHP = [E(Rp) Rf]/p, none of the options.
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