Counts as two questions. 3 and 4) Consider the information above for security 1 and...

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Finance

imageCounts as two questions. 3 and 4) Consider the information above for security 1 and 2, the risk-free rate is rf= .05, and the correlation is 0, can you find the a) mean, b) standard deviation and c) Sharpe ratio of the Magic/Market portfolio?

1) Consider the following 2 investments: Investment: Return Std Dev 1 .06 .2 2 .10 .3

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