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Sharpe ratio of the complete portfolio

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Reference no: EM133111940

Suppose you invest in a complete portfolio with both risky and riskless assets. The weight on the risky asset is 0.40, the expected return of the risky asset is 15% and the volatility of the risky asset is 25%. The riskless rate is 8%. What is the expected return of the complete portfolio? What is the volatility of the complete portfolio? What is the Sharpe ratio of the complete portfolio?

Reference no: EM133111940

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