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3. Performance Evaluation (LO1, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Z

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3. Performance Evaluation (LO1, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Z Market Risk-free R 12% 11 8 10 4 %p 29% 24 14 19 0 1.25 1.10 0.75 1.00 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio

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