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Assume the market index return and risk-free rate of return are 9% and 5%, consider the following information of a portfolio: Portfolio Return 8.45% Beta

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Assume the market index return and risk-free rate of return are 9% and 5%, consider the following information of a portfolio: Portfolio Return 8.45% Beta 0.68 Standard deviation of returns 3.74% Calculate a) Jensen's alpha b) Treynor measure c) Sharpe ratio d) Nonsystematic variance of the portfolio e) Information ratio

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