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Assume the following information: Your Portfolio The Market Expected return 15% 14% Standard deviation 20% 12% Beta 1.3 1.0 If the risk-free rate is 5%,

Assume the following information: Your Portfolio The Market Expected return 15% 14% Standard deviation 20% 12% Beta 1.3 1.0 If the risk-free rate is 5%, calculate and compare the Sharpe Ratio and the Treynor Index for both Your Portfolio and The Market. Did your portfolio beat the market on a risk-adjusted basis?

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