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Sharpe Index Return P Return Q Domestic Foreign Mean

Sharpe Index:

  Return P Return Q  
(Domestic) (Foreign)  
Mean 10.00% 9.80%  
Variance 2.10% 6.56%  
Covariance 0.48%    
Risk-free 2.50%    




Form a portfolio with equal proportions of P and Q. What is the portfolio's Sharpe Index?

   

0.54

   

0.48

   

0.32

   

0.26

 
 
 

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