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Increasing the Amount Invested in I Will ________ the Sharpe

Question 31

Multiple Choice

Increasing the amount invested in i will ________ the Sharpe ratio of portfolio P if its expected return E[Ri] ________ the required return given portfolio P defined as in Formula (11.20)


A) decrease, exceeds
B) increase, exceeds
C) increase, goes below
D) decrease, exceeds.

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