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mutual fund xyz had a correlation coefficient of . 8 9 with the s&p 5 0 0 . mutual fund xyz also has a beta

mutual fund xyz had a correlation coefficient of .89 with the s&p500. mutual fund xyz also has a beta of 1.15, standard deviation of 17% and an expected return of 14%. the risk free rate of return is 3% and the market return is 12%. which of the following is the most appropriate risk adjusted performance measures to use?

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