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pmiller1129 pmiller1129
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2 years ago
Allison's portfolio has an expected return of 14% and a standard deviation of 20%.  Brianna's portfolio has an expected rate of return of 11% and a standard deviation of 12%.  The risk-free rate is 3%. According to the Sharpe measure,

▸ Allison has the better portfolio.

▸ Brianna has the better portfolio.

▸ the portfolio's are equally desirable.

▸ the answer depends on Allison and Brianna's risk tolerance.
Textbook 
Fundamentals of Investing

Fundamentals of Investing


Edition: 14th
Authors:
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nieceyniecey
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2 years ago
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pmiller1129 Author
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2 years ago
You make an excellent tutor!
Fleury
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Yesterday
I appreciate what you did here, answered it right Smiling Face with Open Mouth
megan.xo
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2 hours ago
Correct Slight Smile TY
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