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A portfolio has a beta of 1.1, an actual return of 12 percent, , and a standard deviation of 5 percent. The market return is

A portfolio has a beta of 1.1, an actual return of 12 percent, , and a standard deviation of 5 percent. The market return is 10 percent and the risk-free rate is 2 percent.

What is the portfolio's Sharpe ratio?

What is the Treynor ratio?

What is the portfolio's Jensen's alpha?

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