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You have a portfolio made up of two stocks: A and B. A has an expected return of 12%, B has an expected return of

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You have a portfolio made up of two stocks: A and B. A has an expected return of 12%, B has an expected return of 8%. A has a standard deviation of 19%, B has a standard deviation of 17%. The correlation between A and B is 0.6. If your portfolio is made up of 32% in A, what is the Sharpe ratio of your portfolio? Assume that T-Bills are paying 6%

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