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Business, 20.09.2020 14:01 NONO3456

You manage an equity fund with an expected risk premium of 10% and a standard deviation of 14%. The rate on Treasury bills is 6%. Your client chooses to invest $60,000 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 10% and a standard deviation of 14%. The...

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