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Use the following information to answer the question(s) below. Portfolio Correlation w/ Firm Weight Volatility Market Portfolio Taggart Transcontinental 0.25 14% 0.7 Wyatt Oil 0.35
Use the following information to answer the question(s) below. Portfolio Correlation w/ Firm Weight Volatility Market Portfolio Taggart Transcontinental 0.25 14% 0.7 Wyatt Oil 0.35 18% 0.6 Rearden Metal 0.40 15% 0.5 The volatility of the market portfolio is 10%, the expected return on the market is 12%, and the risk - free rate of interest is 4%. The Sharpe Ratio for the market portfolio is closest to: O A. 0.80 B. 0.40 OC. 0.56 OD. 0.48
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