Portfolio A has an annual return of 25% with a standard deviation of 38.5%. Its market beta

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Portfolio A has an annual return of 25% with a standard deviation of 38.5%. Its market beta is 2.1. The annual return on the T-bill is 0.35%, and the annual return on the market index is 8.55%. What is the Sharpe ratio of Portfolio A?

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Horngrens Accounting

ISBN: 978-0134674681

12th edition

Authors: Tracie L. Miller nobles, Brenda L. Mattison, Ella Mae Matsumura

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Posted Date: Jan 29, 2024 05:47 AM

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Portfolio A has an annual return of 25% with a standard deviation of 38.5%. Its market beta

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To calculate the riskadjusted return we can use the Capital Asset Pricing Model CAPM form... View the full answer

Horngrens Accounting

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