Please solve NOT using excel. CAL You are a mutual fund manager and...
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Please solve NOT using excel.
CAL You are a mutual fund manager and manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 32%. The T-bill rate is 5%. Your client chooses to invest 120% of a portfolio in your fund and -20% in the risk-free asset. . What is the Sharpe ratio of your fund? . What is the Sharpe ratio of your client's portfolio? O What is the expected return and the standard deviation of your client's portfolio
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Please solve NOT using excel. 