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Based on the info below, compute Port. Bs Treynor ratio: Portfolio Expected Return (10%) Standard Deviation (%) Beta A 10 30 0.75 B 16 25

Based on the info below, compute Port. Bs Treynor ratio:

Portfolio Expected Return (10%) Standard Deviation (%) Beta
A 10 30 0.75
B 16 25 0.8
C 20 40 1.5
M 15 15 1
F 2.5 0 0

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