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Answer the next 2 Questions based on the following information: Rtfolio = 16% St. Dev. portfolio = 22% Beta portfolio = 1.32 T-Bills Rate=4% RMarket

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Answer the next 2 Questions based on the following information: Rtfolio = 16% St. Dev. portfolio = 22% Beta portfolio = 1.32 T-Bills Rate=4% RMarket = 12% St.Dev.Market = 31% 2. What is the Sharpe measure for the portfolio? a. 0.10 b. 0.25 c. 0.55 d. 0.75 3. What is the Jensen alpha measure for the portfolio? a. C b. 1.4% c. 12% d. -4%

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