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Calculate Sortino ratio, Jensens alpha, M2 performance and Treynor ratio for any two securities of your choice for a daily data of three months. Take

Calculate Sortino ratio, Jensens alpha, M2 performance and Treynor ratio for any two securities of your choice for a daily data of three months. Take your own assumptions for the variables like risk free rate, beta or any other variable required for the calculation based on real life situation. Download data of two companies (three months daily data).

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