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You are constructing an optimal portfolio comprised of the market portfolio and a risky portfolio according to the treynor black model. The sharpe ratio for
You are constructing an optimal portfolio comprised of the market portfolio and a risky portfolio according to the treynor black model. The sharpe ratio for the market portfolio is 0.374 and the information ratio for the risky portfolio is 0.25. What is the sharpe ratio for the optimal portfolio? Please show work
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Financial management theory and practice
Authors: Eugene F. Brigham and Michael C. Ehrhardt
12th Edition
978-0030243998, 30243998, 324422695, 978-0324422696
