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3 . ) You are given the following information concerning three portfolios, the market portfolio, and the risk - free asset: What are the Sharpe

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 Jensens alpha for each portfolio?
4.) Assume that the tracking error of Portfolio X in Problem 3 is 9.2 percent. What is the information ratio for Portfolio X?
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