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You find that the annual Sharpe ratio for stock A returns is equal to 1.96. For a 3-year holding period, the Sharpe ratio would equal
You find that the annual Sharpe ratio for stock A returns is equal to 1.96. For a 3-year holding period, the Sharpe ratio would equal _______.
0.88
3.39
5.20
1.13
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Personal Finance
Authors: Jack R. Kapoor, Les R. Dlabay, Robert J. Hughes, Melissa Hart
12th edition
1259720683, 978-1259720680
