Question: (Ref. Unit 10 Slide 13) A portfolio has an alpha of 0.024 and a standard deviation of 0.12. The correlation between the portfolio and the

(Ref. Unit 10 Slide 13) A portfolio has an alpha of

(Ref. Unit 10 Slide 13) A portfolio has an alpha of 0.024 and a standard deviation of 0.12. The correlation between the portfolio and the market portfolio is 0.6. If the Sharpe ratio for the market portfolio is 0.35, what is the Sharpe ratio for the portfolio

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