Assume that you manage a risky portfolio with an expected rate of return of 0.1775...
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Finance
Assume that you manage a risky portfolio with an expected rate of return of 0.1775 and a standard deviation of 0.34. The T-bill rate is 0.08 A client wishes 0.45 invested in your risky portfolio and 0.55 in Treasuries. What would be the expected Sharpe ratio for this portfolio? 0.28680.25020.26160.27360.3017
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