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What is the expected Sharpe Ratio of a portfolio if the expected return is E(r p )=10%, variance is V(r p )=4%, and risk-free rate
What is the expected Sharpe Ratio of a portfolio if the expected return is E(rp)=10%, variance is V(rp)=4%, and risk-free rate is rf=2%?
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2.0
0.4
0.5
2.5
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Financial Management For Decision Making
Authors: Harold Jr. Bierman, Seymour Smidt
1st Edition
1587982129, 9781587982125
