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Question 3 2 points Save Answer You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y
Question 3 2 points Save Answer You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 10% 11 8 10 3 OP 29% 24 14 19 0 Bp 1.02 1.10 0.75 1.00 0 What is the Treynor ratio of portfolio X? (Use the decimal format of the returns in your calculation. A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your ratio answers to 5 decimal places. )
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