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The Sharpe Ratio Ratio - Risky Finance...The Sharpe Ratio Ratio Thomas Smith June 18, 2019 w 2 w 1 = ˙ 1 ˙ 2 SRR ˆ 1 SRRˆ 1.0 0.5 0.0 0.5 Correlation 1.0(½) 1.0 0.5 0.0 0.5 1.0
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