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What would the resulting Sharpe Ratio for a portfolio formed, according to the Treynor-Black Model,...

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Accounting

What would the resulting Sharpe Ratio for a portfolio formed, according to the Treynor-Black Model, by combining the market portfolio (Sharpe Ratio of 0.52) with a security that has alpha of 1.40% and an information ratio of 0.44%?
A.0.68
B.0.78
C.0.46
D.0.28

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