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Data for portfolio XYZ and the market portfolio (M). Average Return Beta Variance First-order autocorrelation XYZ 23% 0.8 1.5 36% M 13% 0.5 1.0 16%

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Data for portfolio XYZ and the market portfolio (M). Average Return Beta Variance First-order autocorrelation XYZ 23% 0.8 1.5 36% M 13% 0.5 1.0 16% Risk-free rate is 3%. What is the Sharpe, Treynor and the M-squared ratios? Calculating portfolio XYZ and the market portfolio

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