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Portfolio Omega has an average return of 25% and standard deviation of returns (total) of 15%. The idiosyncratic standard deviation of returns of Omega is
Portfolio Omega has an average return of 25% and standard deviation of returns (total) of 15%. The idiosyncratic standard deviation of returns of Omega is 7%, and its beta is 1.1. The risk-free rate is 3%. Calculate its Treynor ratio to the nearest decimal. Give specific explanations and the process
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