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Consider the results for stocks A and B. The risk-free rate over the period was 5%, and the market's average return was 15%. Stock A
Consider the results for stocks A and B. The risk-free rate over the period was 5%, and the market's average return was 15%. Stock A Stock B Actual Return 18% 15% CAPM Beta 1.2 0.8 Standard deviation of excess returns 22.3% 26.3% Calculate Treynor's Ratio for A. Enter your final answer in XX.XX% format
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