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The volatility of the market portfolio is 11%, the expected return on the market is 15%, and the risk-free rate of interest is 3%.
The volatility of the market portfolio is 11%, the expected return on the market is 15%, and the risk-free rate of interest is 3%. The Sharpe Ratio for Rearden Metal is closest to: Firm Taggart Transcontinental Wyatt Oil Rearden Metal Portfolio Weight 0.15 0.3 0.55 Volatility 17% 22% 13% Correlation w/ Market Portfolio 0.8 0.65 0.4
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
15th edition
1337671002, 978-1337395250
