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Fund Avg A 18% B 25% C 20% S&P 500 | 15% If 5% Std Dev 30% 35% 25% 20% Beta 1.05 | 1.3 1.2
Fund Avg A 18% B 25% C 20% S&P 500 | 15% If 5% Std Dev 30% 35% 25% 20% Beta 1.05 | 1.3 1.2 1.0 The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given in the table. What is the Treynor measure for portfolio B? 14% 15.38% 17.2% 21.2%
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