Question: You are given the following five parameters: expected return on your portfolio =5%; standard deviation of the portfolio return =15%; beta of the portfolio=0.9; risk-free
You are given the following five parameters: expected return on your portfolio =5%; standard deviation of the portfolio return =15%; beta of the portfolio=0.9; risk-free interest rate=2%, and standard deviation of the market portfolio return=10%. Compute the Sharp ratio for your portfolio?
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