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Business, 05.03.2022 03:50 armando87

A portfolio XYZ has a beta equal to one and a correlation with the market equal to 0.7. It follows that the Sharpe ratio of XYZ a) is equal to that of the market b) is higher than that of the market c) is lower than that of the market d) cannot be determined

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A portfolio XYZ has a beta equal to one and a correlation with the market equal to 0.7. It follows t...

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