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4 You are given the following information concerning several mutual funds: Fund Return in excess of T-bill Rate Beta St. Dey 12.4% 13.2% 11.4% 9.8%

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4 You are given the following information concerning several mutual funds: Fund Return in excess of T-bill Rate Beta St. Dey 12.4% 13.2% 11.4% 9.8% 1.14 1.22 0.90 0.76 4.5% 3.1% 1.0% 1.4% During the time period, the standard deviation of S&P return was 2.9%. S&P return exceeded the T-bill rate by 10.5% and a. Rank the funds using Treynor measure G-B,J. Which, if any, outperformed the market? (5 Points) Rank the funds using Sharpe measure [E--)o), which, if any, outperformed the market? b. (s Points)

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