Which of the following equations is INCORRECT?
A) E[Rxp] = rf + x(E[Rp] - rf)
B) E[Rxp] = (1 - x) rf + xE[Rp]
C) Sharpe ratio = ![Which of the following equations is INCORRECT? A) E[R<sub>xp</sub>] = r<sub>f</sub> + x(E[R<sub>p</sub>] - r<sub>f</sub>) B) E[R<sub>xp</sub>] = (1 - x) r<sub>f</sub> + xE[R<sub>p</sub>] C) Sharpe ratio = D) SD( R<sub>xp</sub>) = xSD(R<sub>p</sub>)](https://d2lvgg3v3hfg70.cloudfront.net/TB2720/11ea7ff1_7832_276c_846e_65d20c6015aa_TB2720_00_TB2720_00.jpg)
D) SD( Rxp) = xSD(Rp)
Correct Answer:
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