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My Courses The following data are available relating to the performance of High Vartance Stock und and the market portfolio: High Variance Market Portfolio Average

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My Courses The following data are available relating to the performance of High Vartance Stock und and the market portfolio: High Variance Market Portfolio Average Return Standard Deviation of Returns 35% 15 Beta 1.5 10 Residual standard deviation 3.096 0.09 The risk-free return during the sample period was 6% A. What is the Sharpe measure of performance evaluation for High Variance Stock Fund? B. What is the Treynor measure of performance evaluation for High Variance Stock Fund? C. Calculate the Jensen measure of performance evaluation for High Variance Stock Fund

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