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Consider the following data for a particular sample period when returns were high. Portfolio P - Average return 35%, beta 1.2 and standard deviation 42%
Consider the following data for a particular sample period when returns were high. Portfolio P - Average return 35%, beta 1.2 and standard deviation 42% Market M - average return 28%, beta 1.0 and standard deviation 30% Required A. Calculate Jensen Alpha, Sharpe ratio and Treynor measures. to calculate the Jensen alpha you need the risk fee rate Rf = 8%
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