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You are given the following investment parameters: E(rS) = ...

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Finance

You are given the following investment parameters:

E(rS) = 12% VarB = 529
E(rB) = 6% VarS = 1024
S = 32% CovBS = 88.32
B = 23%
= 0.12
rf = 3.5%

Calculate the mean return of the minimum variance, its standard deviation and Sharp ratio. Please give answers to 2 decimal places.

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