Coefficient of variation sharpe ratio weighted avg

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𝑩𝒆𝒕𝒂 𝒊 ( 𝑹 𝒎𝒌𝒕 − 𝑹 𝒇 ) 𝑹 𝒇 = 𝒓𝒊𝒔𝒌𝒇𝒓𝒆𝒆 𝒓𝒆𝒕𝒖𝒓𝒏 ; 𝑹 𝒎𝒌𝒕 = 𝒎𝒌𝒕 . 𝒓𝒆𝒕𝒖𝒓𝒏 𝑩𝒆𝒕𝒂 𝒊 = 𝝆 𝒊 , 𝒎𝒌𝒕 𝝈 𝒊 𝝈 𝒎𝒌𝒕 = 𝒄𝒐𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆 𝒐𝒇 𝒔𝒕𝒐𝒄𝒌 𝒘 / 𝒎𝒌𝒕 𝝈 𝒎𝒌𝒕 𝟐 Coefficient of Variation & Sharpe Ratio 𝑪𝒐𝒆𝒇𝒇𝒊𝒄𝒊𝒆𝒏𝒕 𝒐𝒇 𝑽𝒂𝒓𝒊𝒂𝒕𝒊𝒐𝒏 = 𝝈 𝑬𝒙𝒑𝒆𝒄𝒕𝒆𝒅 𝑹𝒆𝒕𝒖𝒓𝒏 𝑺𝒉𝒂𝒓𝒑𝒆 𝑹𝒂𝒕𝒊𝒐 = 𝑬𝒙𝒑𝒆𝒄𝒕𝒆𝒅 𝑹𝒆𝒕𝒖𝒓𝒏 − 𝑹𝒊𝒔𝒌𝒇𝒓𝒆𝒆 𝑹𝒂𝒕𝒆 𝝈 Weighted Avg Cost of Capital (WACC) 𝑾𝑨𝑪𝑪 = 𝒘 𝒅𝒆𝒃𝒕 𝑹 𝒅𝒆𝒃𝒕 ( 𝟏 − 𝒕𝒂𝒙 𝒓𝒂𝒕𝒆 ) + 𝒘 𝒆𝒒𝒖𝒊𝒕𝒚 𝑹 𝒆𝒒𝒖𝒊𝒕𝒚 w debt & w equity are the weights on debt and equity
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