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QUESTION 1 Your portfolio has a beta of 0.74, a standard deviation of 29.2 percent, and an expected return of 12.6 percent. The market return

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QUESTION 1 Your portfolio has a beta of 0.74, a standard deviation of 29.2 percent, and an expected return of 12.6 percent. The market return is 9.4 percent and the risk-free rate is 3.6 percent. What is the Treynor ratio? QUESTION 2 A portfolio has a beta of 0.9 and an actual return of 14.7 percent. The risk-free rate is 3.5 percent and the market risk premium is 7.4 percent. What is the value of Jensen's alpha? (Enter your alpha answers as a percent rounded to 2 decimal places (e.g., 0.22%).) QUESTION 3 A portfolio has an average return of 11 percent, a standard deviation of 24.7 percent, and a beta of 1.84. The risk-free rate is 3.8 percent. What is the Sharpe ratio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Leave your ratio answers as a decimal rounded to 5 places (e.g., 0.23546))

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