Portfolio A has a return of 9% and a standard deviation of 25%. Portfolio B has a

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Portfolio A has a return of 9% and a standard deviation of 25%. Portfolio B has a return of 21% and standard deviation of 33%. If the risk-free rate is 6%, compute the Sharpe indices for A and B

Posted Date: May 17, 2024 09:11 PM

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Portfolio A has a return of 9% and a standard deviation of 25%. Portfolio B has a

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