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The S&P 500 is expected to return 15%; the t bill rate is at 4% If Jill fishing company beta is 2 , what is
The S&P 500 is expected to return 15%; the t bill rate is at 4%
If Jill fishing company beta is 2 , what is the expected return
a.
26%
b.
6%
c.
4%
d.
19%
You are asked by your manager to calculate the sharp ratio for a new client, whose portfolio standard deviation is 4.
The risk free rate is 2 and the expected portfolio return is 8
a.
1
b.
6
c.
1.5
d.
10
The Manager also asked you to calculate the Treynor ratio for the same client, whose beta is 3
Risk free rate is 4%; portfolio return is 10%
a.
4
b.
2
c.
7
d.
14
Answer all parts please
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