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Problem 23-7 please solve all the requirements The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate
Problem 23-7
The following data is reported for a fund and an appropriate benchmark as well as the risk-free rate each year: Required: a. What is the Sharpe ratio for the fund and the benchmark? b. What is the Treynor ratio for the fund and the benchmark? c. What is the fund tracking error? d. What is the beta for the fund? e. What is Jensen's alpha for the fund please solve all the requirements 
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Personal Finance
Authors: Thomas Garman, Raymond Forgue
12th edition
9781305176409, 1133595839, 1305176405, 978-1133595830
