A stock has generated an annual average return of 11.5% with a standard deviation of 35.0% during

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A stock has generated an annual average return of 11.5% with a standard deviation of 35.0% during the last 10 years. If the average risk-free rate was 1.9%.

What was this stock's Sharpe Ratio?

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Global Investments

ISBN: 978-0321527707

6th edition

Authors: Bruno Solnik, Dennis McLeavey

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Posted Date: Apr 05, 2023 11:35 PM

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A stock has generated an annual average return of 11.5% with a standard deviation of 35.0% during

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Global Investments

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