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A portfolio has the following risk and return attributes: 5 year annual portfolio return 9% Risk free rate over the past five years is 4%
A portfolio has the following risk and return attributes:
5 year annual portfolio return 9% Risk free rate over the past five years is 4% 5 year market return of 7% 5 year beta 1.2 5 year standard deviation 3%
Calculate the Sharpe Ratio on the above information
Calculate the Treynor Ratio on the above information.
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