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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P ? P ? P X 13.5 % 35

Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset:

Portfolio RP ?P ?P
X 13.5 % 35 % 1.55
Y 12.5 30 1.20
Z 7.1 20 .80
Market 10.6 25 1.00
Risk-free 4.4 0 0

What is the Sharpe ratio, Treynor ratio, and Jensen

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