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True or false explain A higher allocation to the risky portfolio increases the Sharpe ratio. With a constant risk premium, a lower risk-free rate will
True or false explain
A higher allocation to the risky portfolio increases the Sharpe ratio.
With a constant risk premium, a lower risk-free rate will increase the Sharpe ratio of investments that hold a portion of the risky portfolio
CAPM implies that investors require a higher rate of return to hold more volatile (higher standard deviation) securities.?
You can construct a portfolio with a beta of .75 by investing .25 of the investment in T-Bills and the remainder in the market portfolio.?
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