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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
You are given the following information concerning three portfolios, the market portfolio, and the riskfree asset:
What are the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio?
Assume that the tracking error of Portfolio X in Problem is percent. What is the information ratio for Portfolio X
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