(7) You have $25,000 invested in two mutual funds with the following characteristics: Amount invested...
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(7) You have $25,000 invested in two mutual funds with the following characteristics: Amount invested Expected Return Standard Deviation Beta Mutual Fund A $ 10,000 14% 25% 1.95 Mutual Fund B $ 15,000 12% 15% 1.37 Correlation (pas) Risk-Free Rate 0.32 3.00% (A) Please calculate this portfolio's Sharpe Ratio. (B) Please calculate this portfolio's Treynor Ratio. (C) Based on the above, should you change the amounts you have invested in Fund A and Fund B (keeping your total investment at $25,000). Why or why not
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