Question: Using the information in the table calculate Sharpe ratio for the market. Average return Beta Standard deviation Stock A 14.5 % 1.15 30 % Market
Using the information in the table calculate Sharpe ratio for the market. Average return Beta Standard deviation Stock A 14.5 % 1.15 30 % Market 11.8 % 1 20 % Treasury Bills 4.8 % 0 0
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