Question
The volatility of the market portfolio is 10%, the expected market return is 12%, and the risk-free interest rate is 4%. Calculate Sharpe ratio for
The volatility of the market portfolio is 10%, the expected market return is 12%, and the risk-free interest rate is 4%.
Calculate Sharpe ratio for the market portfolio.
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
15th edition
1337671002, 978-1337395250
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