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A Foreign Exchange Trader Indicates That He or She Can

question 99

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A foreign exchange trader indicates that he or she can make a predictable return of 10% per year in carry trade between Japanese yen and Australian dollars with a standard deviation of 50%. What is the Sharpe ratio for this carry trade?


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Pertains to actions, processes, or appearances that follow established rules, conventions, or procedures, often in professional or official contexts.

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