Helena owns a complete portfolio containing a risky portfolio (R) and a risk-free asset. If...
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Helena owns a complete portfolio containing a risky portfolio (R) and a risk-free asset. If the Sharpe ratio for the complete portfolio is 1.5, and the risk premium for portfolio Ris 75%, which of the following is the best answer? Select one: a. The Sharp ratio for portfolio Ris 1.5 b. The standard deviation of the returns for portfolio Ris 5%, c.If the risk free rate is 3%, the expected return for portfolio R is 10.5% d.All the above choices are correct
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