For funds A and B in Problem 1, how much would the return on B have to

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For funds A and B in Problem 1, how much would the return on B have to change to reverse the ranking using the reward-to-variability measure?
In Problem 1
For funds A and B in Problem 1, how much
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Modern Portfolio Theory and Investment Analysis

ISBN: 978-1118469941

9th edition

Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann

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