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7. You are given the following information on the performance of portfolio A and the market portfolio. All return and STD values are expressed in

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7. You are given the following information on the performance of portfolio A and the market portfolio. All return and STD values are expressed in percentage terms. Return STD Beta 10.20 37.00 1.10 -22.50 44.00 2.00 Portfolio A Market portfolio Risk-free rate Estimate the M-square, Treynor measure, and Jensen measure. Has portfolio A outperformed the market portfolio on a risk adjusted-basis in terms of total risk and systematic risk? [9 Marks]

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