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1. The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Avg_Std DevBeta 18% 25%
1. The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Avg_Std DevBeta 18% 25% 20% | 15% 5% 30% 35% 25% 20% 1.05 S&P 500 1.0 Compute the Treynor measure, Sharpe ratio, and Jensen's alpha for portfolio A, B, and C. Based on each measure, which portfolio shows the best performance
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