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Business, 16.10.2019 00:30 jocelynmarquillo1

You manage an equity fund with an expected risk premium of 12.6% and a standard deviation of 40%. the rate on treasury bills is 6.4%. your client chooses to invest $75,000 of her portfolio in your equity fund and $75,000 in a t-bill money market fund. what is the reward-to-volatility (sharpe) ratio for the equity fund?

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