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Q7. Please calculate the Sharpe ratio, Sortino ratio, and information ratio for CBOE PUT write and S&P 500 from June 30, 1986 ~ Mar. 31,

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Q7. Please calculate the Sharpe ratio, Sortino ratio, and information ratio for CBOE PUT write and S&P 500 from June 30, 1986 ~ Mar. 31, 2019. Did PUT outperform S&P500? Assume the target return is 6% annual and S&P 500 as the bench market. http://www.cboe.com/products/strategy-benchmark-indexes/putwrite-indexes/cboe-s-p-500-putwrite-index-put

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