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Suppose the expected return for the market portfolio and risk-free rate are 13 percent and 3 percent respectively. Stocks A, B, and C have Treynor

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Suppose the expected return for the market portfolio and risk-free rate are 13 percent and 3 percent respectively. Stocks A, B, and C have Treynor measures of 0.24, 0.16, and 0.11, respectively. Based on this information, an investor should sell stocks A, B, and C. U buy stocks A, B, and C. hold stocks A, B, and C. o buy stock A and sell stocks B and C. U buy stocks A and B and sell stock C

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