Sarah has 1000$ and decides to invest 600$ of her money in a risky portfolio...
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Finance
Sarah has 1000$ and decides to invest 600$ of her money in a risky portfolio (R) and 400$ in a risk- free asset with a rate of 3%. If the standard deviation of the returns for her complete portfolio is 6%, and the expected return of portfolio R is 13%, how much is the Sharpe ratio for portfolio R? Select one: a. 130% b.90% c.80% d. 100%
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