floresgonzalesf43761 floresgonzalesf43761 23-05-2023 Business contestada What would be the Sharpe Ratio of the Regression based portfolio? *note: you are given Risk Premiums (RPi = Ri – Rf) as your input data, hence, the average is RPi for each security a. 0.1936 b. 0.2412 c. 0.2258 d. 0.3081 e. 0.5595
