The M2 ratio for a portfolio P is positive. Explaining each step, what therefore can...
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The M2 ratio for a portfolio P is positive. Explaining each step, what therefore can you infer about the Sharpe ratio, the Treynor ratio, and the Jensen's alpha of portfolio P relative to those of the market portfolio? (9 marks) The M2 ratio for a portfolio P is positive. Explaining each step, what therefore can you infer about the Sharpe ratio, the Treynor ratio, and the Jensen's alpha of portfolio P relative to those of the market portfolio? (9 marks)
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