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1. An investment portfolio has a total return of 15.3%, a standard deviation of 19.3%, and a beta of 1.11. The risk free rate of
1. An investment portfolio has a total return of 15.3%, a standard deviation of 19.3%, and a beta of 1.11. The risk free rate of interest is 3.75% and the market rate of return is 10.7%. What is the value of the Treynor measure of this portfolio?
2. A mutual fund portfolio has a total return of 10.5%, a beta of 0.72 and a standard deviation of 6.3%. The risk free rate is 3.8%, the market return is 12.4%. Jensen's measure of this portfolio's performance is...
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