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  3. 2. you are given the following information: risk-f

2. You are given the following information: Risk-free rate = 4%, Benchmark return = 10%,...

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Accounting

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2. You are given the following information: Risk-free rate = 4%, Benchmark return = 10%, Expected return on portfolio = 12%, Beta = 1.25, Lower partial standard deviation (portfolio) =8.2%, standard deviation (portfolio) =7.3%. I. Find Sharpe ratio II. Find Sorting ratio

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