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Select 5-8 assets (e.g., stocks, ETFs, mutual funds, etc.) and answer the following questions: Calculate risk-adjusted performance measures (e.g., Sharpe and Treynor ratios) and rank
Select 5-8 assets (e.g., stocks, ETFs, mutual funds, etc.) and answer the following questions:
Calculate risk-adjusted performance measures (e.g., Sharpe and Treynor ratios) and rank the performance of the assets. Answer the following questions: (a) What do the betas tell us? (b) Does this ranking change across the business cycle?
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