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Quiz · 4 questions

🏛 Portfolio Management

From single stocks to the whole pie

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Quiz

01CAPM: r_f = 3%, market risk premium = 6%, β = 1.2. Expected return?
02Beta (β) measures...
03Sharpe ratio of a portfolio with R = 10%, σ = 15%, r_f = 4%?
04Per S&P SPIVA, over 15 years what fraction of active US stock funds underperform their benchmark?
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