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The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return during
The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return during the sample period is 9%. Fund A: avg 13.6%, st dev 40%, beta 1.1 Fund B: avg 13.1%, st dev 25%, beta 1.0 Fund C: avg 12.4%, st dev 30%, beta 1.3 S&P 500: avg 12%, st dev 15%, beta 1
For all three...
Calculate the Sharpe measure
Calculate the Treynor measure
calculate the Jensen measure
please show work
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