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Intro The return statistics for two stocks and T-bills are given below: A B ...

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Intro The return statistics for two stocks and T-bills are given below: A B D 1 Stock A Stock B T-bills 0.094 0.063 0.02 2 Expected return 3 Variance 0.1225 0.0729 4 Standard deviation 0.35 0.27 5 Covariance 0.02835 Part 1 |* Attempt 1/10 for 10 pts. What is the Sharpe ratio of a portfolio with 60% invested in stock A and the rest in stock B? 3+ decimals Submit

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