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Intro
The return statistics for two stocks and T-bills are given below:
Attempt 1/10 for 10 pts.
Part 1
What is the Sharpe ratio of a portfolio with 70% invested in stock A and the rest in stock B?
Submit
A B C D
1 Stock A Stock B T-bills
2 Expected return 0.094 0.074 0.02
3 Variance 0.16 0.0729
4 Standard deviation 0.4 0.27
5 Covariance 0.0324

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