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Intro You've collected the following information for a stock portfolio, the market portfolio and Treasury bills: Beta St.Dev. 1.1 40% E(r) Portfolio A 16% Market
Intro You've collected the following information for a stock portfolio, the market portfolio and Treasury bills: Beta St.Dev. 1.1 40% E(r) Portfolio A 16% Market portfolio 7% T-bills 2% 1 22% 0 0% Attempt 1/3 for 10 pts. Part 1 What is the information ratio for portfolio A? 3+ decimals Submit
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