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If a portfolio had a return of 12%, the risk-free asset return was 4%, and the standard deviation of the portfolio's excess returns was 25%, the Sharpe ratio would be
If a portfolio had a return of 12%, the risk-free asset return was 4%, and the standard deviation of the portfolio's excess returns was 25%, the Sharpe ratio would be
Expert Solution
Sharpe Ratio = (Portfolio Return - Risk free Rate)/Excess Returns
= (12 -4)/ 25
= .32
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