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4. The average return of the market is 14% and the risk free rate of return is 8%. The following data has been gathered concerning
4. The average return of the market is 14% and the risk free rate of return is 8%. The following data has been gathered concerning three portfolios. Portfolio Expected Return Beta factor Standard deviation W 12% 0.90 1.8% 16% 1.05 2.2% Y 18% 1.20 2.3% I The Standard deviation of the market is 2%. Evaluate the performance of the portfolios using Treynor, Sharpes and Jensen measure. (15mks)
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