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Use the Table for the Question(s)below

Question 69

Question 69

Multiple Choice

Use the table for the question(s) below.
Consider the following expected returns,volatilities,and correlations:
-Which of the following equations is INCORRECT?

A) E[R_xp] = r_f + x(E[R_p] - r_f)
B) E[R_xp] = (1 - x) r_f + xE[R_p]
C) Sharpe ratio = Use the table for the question(s) below. Consider the following expected returns,volatilities,and correlations: -Which of the following equations is INCORRECT? A) E[R<sub>xp</sub>] = r<sub>f</sub> + x(E[R<sub>p</sub>] - r<sub>f</sub>) B) E[R<sub>xp</sub>] = (1 - x) r<sub>f</sub> + xE[R<sub>p</sub>] C) Sharpe ratio = D) SD( R<sub>xp</sub>) = xSD(R<sub>p</sub>)
D) SD( R_xp) = xSD(R_p)

Correct Answer:

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