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A portfolio includes 30% of stock A and 70% of stock B. The expected return...

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A portfolio includes 30% of stock A and 70% of stock B. The expected return of stock A is 10% and the expected return of stock B is 20%. The standard deviation of stock A's return is 0.6 and the standard deviation of stock B's return is 0.4. The correlation between the returns of asset A and asset B is 0.1. The risk-free rate is assumed to be 1%. What is the Sharpe ratio of the portfolio

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