The Sharpe Ratio of a certain risky portfolio is 80%. It is decided to deleverage the portfolio by investing half the

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answerhappygod
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The Sharpe Ratio of a certain risky portfolio is 80%. It is decided to deleverage the portfolio by investing half the

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The Sharpe Ratio of a certain risky portfolio is
80%. It is decided to deleverage the portfolio by
investing half the funds in the risk-free rate at 5%, and half the
funds in the risky portfolio. The Sharpe Ratio of the
deleveraged portfolio is
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