Assume that the tracking error of portfolio X in Problem 3 is 9.2 percent. What is the
Question:
Data From Problem 3
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
What are the Sharpe ratio, Treynor ratio, and Jensen€™s alpha for each portfolio?
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Related Book For 
Fundamentals of Investments, Valuation and Management
ISBN: 978-1259720697
8th edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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