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The risk-free rate is 2.5%. What is the Sharpe ratio of a portfolio on the efficient frontier that has an expected return of 7.00%? a.
The risk-free rate is 2.5%. What is the Sharpe ratio of a portfolio on the efficient frontier that has an expected return of 7.00%?
| a. | 0.630 | |
| b. | 0.443 | |
| c. | 0.810 | |
| d. | 0.804 |
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Financial Management Theory And Practice
Authors: Eugene F Brigham, Michael C Ehrhardt
11th Edition
0324259689, 9780324259681
