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Assume that you manage a risky portfolio with an expected rate of return of 17% and...

Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 27%. The T-bill rate is 7%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund.

QUESTION 12 What is the Sharpe ratio of your risky portfolio? A. 27% B. 37% C. 19.32% D. 62.9% E. 17.58% 4 points

QUESTION 13 What is the Sharpe ratio of your overall portfolio? A. 37% B. 27% C. 12.25 D. 10.67 E. 70%

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jeff jeffy answered 2 years ago
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