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Business, 20.07.2020 01:01 coopera1744

You manage an equity fund with an expected risk premium of 9% and a standard deviation of 12%. The rate on Treasury bills is 4%. Your client chooses to invest $50,000 of her portfolio in your equity fund and $40,000 in a T-bill money market fund. What is the reward-to-volatility (Sharpe) ratio for the equity fund?

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You manage an equity fund with an expected risk premium of 9% and a standard deviation of 12%. The r...
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