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For the one of the information ... the manager says to select the one with the highest information ratio but at least 0,30 sharpe. I remember another one which was literally one sheet of the exam of a multi factor question.

Hi, I just remember one question which is to compute a sharpe ratio of a portfolio. Covariance was the same between the Assets, and expected return, risk free and Std was given. I didn´t know how to calculate it. For pension funds, there was one asking what happened if interest rates rise in a...

I fail with 1,4,2,3 ...