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Risk - Adjusted Return Measurements. Assume the following information over a - five - year period. Average risk - free rate = 6 % Average
RiskAdjusted Return Measurements. Assume the following information over afiveyear period.
Average riskfree rate
Average return for Crane stock
Average return for Load stock
Standard deviation of Crane stock returns
Standard deviation of Load stock returns
Beta of Crane stock
Beta of Load stock
Determine which stock has higher riskadjusted returns according to the Sharpe Index. Which stock has higher riskadjusted returns according to the Treynor Index? Show your work.
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