Question: A stock's return is expected to be 16%, standard deviation is 23%, the return's correlation with the market return is 0.3 . If the riskfree

A stock's return is expected to be 16%, standard deviation is

A stock's return is expected to be 16%, standard deviation is 23%, the return's correlation with the market return is 0.3 . If the riskfree rate is 5% and the CAPM holds, then the market portfolio has a Sharpe ratio of (keep 3 decimal places)

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