20. Sharpe ratio A stock has a risk-premium equal 8%. The risk-free rate is equal to 3%. What is its Sharpe ratio if the
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20. Sharpe ratio A stock has a risk-premium equal 8%. The risk-free rate is equal to 3%. What is its Sharpe ratio if the
20. Sharpe ratio A stock has a risk-premium equal 8%. The risk-free rate is equal to 3%. What is its Sharpe ratio if the variance of its return is equal to 0,0576 (variance expressed as rate squared not percentage squared)? O a) 0.13 O b) 0.21 O c) 0.00 O d) 0.33 O e) It cannot be computed with the available information O f) None of the other answers is correct.
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