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Both problems are similar, please use excel Portfolio average return 20% Market average return 7% Standard deviations of portfolio returns 45% Standard deviations of market
Both problems are similar, please use excel
Portfolio average return 20%
Market average return 7%
Standard deviations of portfolio returns 45%
Standard deviations of market returns 19%
Portfolio beta 1.5
Market beta 1.0
Portfolio residual standard deviation 2.0%
Market residual standard deviation 0%
The risk-free return during the sample period was 3%.
What is the Treynor measure of the portfolio?
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