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Measures of Risk Calculate the following: - Sharpe ratio - Jensen's Alpha - Treynor's Measure - Information ratio begin{tabular}{|l|l|l|l|l|} hline Treynor's Measure & (rprf) &

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Measures of Risk Calculate the following: - Sharpe ratio - Jensen's Alpha - Treynor's Measure - Information ratio \begin{tabular}{|l|l|l|l|l|} \hline Treynor's Measure & (rprf) & Bp & \\ \hline & Portfolio's Excess Return & / & Bp & \\ \hline & & & & \\ \hline & & & & \\ \hline Treynor's Measure & & & & \\ \hline & & & & \\ \hline \end{tabular} \begin{tabular}{|l|l|l|l|l|} \hline & & & & \\ \hline Information Ratio & p & / & (e) & \\ \hline & Alpha & / & Tracking error & \\ \hline & & & & \\ \hline & & & & \\ \hline & & & & \\ \hline Information ratio & & & & \\ \hline \end{tabular}

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