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7. You are the manager of a fund that had the following performance over the past five years: Fund average annual return = 15% Fund

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7. You are the manager of a fund that had the following performance over the past five years: Fund average annual return = 15% Fund beta = 0.65 Standard deviation of Fund's return = 25%. Given that the market index return over the past five year averaged 12.5% and had a standard deviation of 18%. If the risk-free rate is 3.5%: i. What is the Treynor measure of the fund? (1 Point) ii. What is the Sharpe measure of the fund? (1 Point) iii. What is the Jensen measure of the fund? (1 Point)

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