What is the sharpe measure of the portfolio if the
A portfolio generates an annual return of 13%, a beta of 0.7 and a standard deviation of 17%. The market index return is 14% and has a standard deviation of 21%. What is the Sharpe measure of the portfolio if the risk-free rate is 5%?
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a portfolio generates an annual return of 13 a beta of 07 and a standard deviation of 17 the market index return is 14
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