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According to the Treynor meassure. Which of the following portfolios are outperforming the market portfolio? The risk free rate of interest is 5% Portfolio A:

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According to the Treynor meassure. Which of the following portfolios are outperforming the market portfolio? The risk free rate of interest is 5% Portfolio A: Standard deviation: 20%, Expected return: 14%. The covariance between the portfolio and the market portfolio is 0,045 Portfolio B: Expected return: 25% (according to CAPM) Portfolio C: Alpha: -1%: Beta: 2 Portfolio D: Expected return: 11%: Beta 0,8 The market portfolio: Standard deviation: 15%, Expected return: 10%, Select one: O a. The market portfolio O b. Portfolio D O c. Portfolio B O d. Portfolio C O e. Portfolio A

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