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Example 26: Consider the following information about the return on Classic Mutual Fund, the market return and the T-bill returns: Year Classic Mutual Fund Market
Example 26: Consider the following information about the return on Classic Mutual Fund, the market return and the T-bill returns: Year Classic Mutual Fund Market index 1994 17.1 T-bills 1995 10.8 -14.6 5.4 1996 -8.5 1.7 6.7 1997 3.5 8.0 6.5 14.1 1998 4.3 11.5 18.7 1999 4.1 -5.8 -14.5 2000 7.0 -15.6 -26.0 7.9 2001 38.5 36.9 5.8 2002 33.2 23.6 5.0 2003 -7.0 -7.2 5.3 2004 2.9 7.4 6.2 2005 27.4 18.2 10.0 2006 23.0 31.5 11.4 2007 -4.9 -0.6 14.1 20.4 10.7 2008 21.4 From the above information, calculate all the inputs required for determining the Sharpe's Ratio, Treynor's ratio and Jensen's ratio
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