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Consider the following information: Your Portfolio The Market Index Portfolio mean return 12% 10% standard deviation 14% 12% beta 1.2 1.0 risk-free rate = 4%
Consider the following information:
Your Portfolio The Market Index Portfolio mean return 12% 10% standard deviation 14% 12% beta 1.2 1.0 risk-free rate = 4%
Calculate the Treynor Measure of Performance for both Your Portfolio and The Market Index Portfolio.
| C. 6.000; 5.000 |
| A. 5.670; 5.000 |
| B. 6.670; 5.000 |
| D. 6.670; 6.000 |
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