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You have the following information: stock A stock B risk-free return 15% 12% 2% Var 50% 19% 0 COV - 10% Compute the tangent portfolio.

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You have the following information: stock A stock B risk-free return 15% 12% 2% Var 50% 19% 0 COV - 10% Compute the tangent portfolio. What is the Sharpe Ratio of such portfolio? (use decimals and approximate to the nearest three decimals). Note: margin of error here: +/- 0.02

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