Question
The Sharpe ratio of a portfolio is calculated to be 0.8 and the Sharpe ratio of a market or an index portfolio is 1.1. What
The Sharpe ratio of a portfolio is calculated to be 0.8 and the Sharpe ratio of a market or an index portfolio is 1.1. What is the correlation coefficient of the two portfolios? (Write up to three decimal places.)
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Behavioral Finance And Asset Prices
Authors: David Bourghelle, Pascal Grandin, Fredj Jawadi, Philippe Rozin
1st Edition
3031244850, 978-3031244858
