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• Observed returns for Securities A and B in the last five years:
o A: 6%, 7%, 8%, 9%, 10%
o B: 3%, 9%, 13%, 17%, 19%
Correlation Coefficient of A an dB: + 0.5
1. Calculate the Mean for A and B
2. Calculate the Standard Deviation for A and B
3. Calculate the Sharpe Index for A and B
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