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Below is information about the market and about two stocks, A and B. R =12% 20% T = 4% R = 16% 0,23% B =
Below is information about the market and about two stocks, A and B. R =12% 20% T = 4% R = 16% 0,23% B = 1.1 A R, = 18% = 25% , = 1.8 8 Calculate the Treynor index and Jensen's a for each stock. Which stock is overpriced/underpriced
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