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Discuss problem related to the sharpe measure

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Question: Congratulations! Your portfolio returned 11% last year, 2% better than the market return of 9%. Your portfolio's return had a standard deviation equal to 18%, and the risk-free rate is 3%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.3, did you do better or worse than the market from a risk/return perspective?

Reference no: EM131627153

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