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Chartered Financial Analyst Level 1

Chartered Financial Analyst Level 1

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An analyst evaluates a portfolio with the following characteristics:

  • Sharpe ratio: 0.8
  • Volatility of portfolio returns: 19%
  • Volatility of market returns: 10%
  • Correlation between portfolio and market returns: 0.7 The portfolio's Treynor ratio is closest to:

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