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A portfolio generates an annual return of 16% a beta of 1.2 and a standard deviation of 19%. The market index return is 12% and
A portfolio generates an annual return of 16% a beta of 1.2 and a standard deviation of 19%. The market index return is 12% and has a standard deviation of 16%. The risk free rates is 6%. What are the Treynor and T-squared measures?
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