Question: A portfolio manager summarizes the input from the macro and micro forecasters in lite following table: ThiIL'LS 5 Passive equity portfolio 12 3c Calculate the

A portfolio manager summarizes the input from the macro and micro forecasters in lite following table: ThiIL'LS 5 Passive equity portfolio 12 3c Calculate the following for a pon'l'oo managerwl'lo is not allowed to short sell securities. The manager's Sharpe ratio is [3.4085 h. What is the utility loss to the investor {A = 3.01 given his new complete portfoo? {Do not round lmelmedlne calculations. Round

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