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A portfolio has a beta of 2.6 and a standard deviation of 11.68%. The portfolio has a total return of 13.72%. The market risk premium
A portfolio has a beta of 2.6 and a standard deviation of 11.68%. The portfolio has a total return of 13.72%. The market risk premium is 8.05%, while the return on the market portfolio was 13.92%. What is the value of Treynor's measure for the portfolio? Submit your answer as a percentage and round to two decimal places (Ex. 0.00%).
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