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Consider the 3 different measures of risk-adjusted portfolio performance i.e. Sharpe ratio, Treynor ratio and Jensen alpha. Describe how each of these measures defines the
Consider the 3 different measures of risk-adjusted portfolio performance i.e. Sharpe ratio, Treynor ratio and Jensen alpha. Describe how each of these measures defines the risk that investors face. (2 marks) (ii) Describe how each of these measures adjusts a portfolio's return performance for the level of that risk
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