Assume the risk-free average return T, is 5%. For the market portfolio rm. the average...
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Assume the risk-free average return T, is 5%. For the market portfolio rm. the average return is 16%, and standard deviation om is 10%. For the portfolio P. the average return To is 25%, beta Bp is 1.5, and standard deviation op is 20%. Part 2: What are the Sharpe ratio, Treynor ratio, and Jensen alpha for the portfolio P? Edit View Insert Format Tools Table
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