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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 15.0 % 31
| Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: |
| Portfolio | RP | ?P | ?P | ||
| X | 15.0 | % | 31 | % | 1.85 |
| Y | 14.0 | 26 | 1.25 | ||
| Z | 8.3 | 16 | .85 | ||
| Market | 11.2 | 21 | 1.00 | ||
| Risk-free | 4.8 | 0 | 0 | ||
| What is the Sharpe ratio, Treynor ratio, and Jensen |
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Production And Operations Analytics
Authors: Steven Nahmias, Tava Lennon Olsen
8th Edition
1478639261, 9781478639268
