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You have the following data: expected annual return on portfolio P: 9.7% annual risk-free rate: 3.5% standard deviation of annual return on portfolio P: 17.6%
You have the following data:
- expected annual return on portfolio P: 9.7%
- annual risk-free rate: 3.5%
- standard deviation of annual return on portfolio P: 17.6%
Calculate the Sharpe ratio for this portfolio.
Express your answer to two decimal places.
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Advanced Finance
Authors: Michael Fardon
1st Edition
1872962319, 1872962173, 978-1872962313, 978-1872962177
