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Hey, what would be the best way to answer Part B? 15. Consider the following data for a particular sample period: Market portfolio M Portfolio

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Hey, what would be the best way to answer Part B?

15. Consider the following data for a particular sample period: Market portfolio M Portfolio A 13% 10% Mean return 1.2 1.00 Beta 30% 20% Standard deviation The interest rate during the period is 2%. a) Calculate the performance measures for portfolio A and the market: Sharpe ratio, Jensen's alpha, and Treynor measure (5 marks) b) By which measures did portfolio A outperform the market? Explain your argument

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