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23-05-2023
Business

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What would be the Sharpe Ratio of the Regression based portfolio?
*note: you are given Risk Premiums (RPi = Ri – Rf) as your input data, hence, the average is RPi for each security
a. 0.1936 b. 0.2412 c. 0.2258 d. 0.3081 e. 0.5595

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