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The following data are available relating to the performance of Monarch Stock Fund and the market portfolio Market Monarch Portfolio 16% 12% 22% 1.15 1.00
The following data are available relating to the performance of Monarch Stock Fund and the market portfolio Market Monarch Portfolio 16% 12% 22% 1.15 1.00 1% 0% Average return Standard deviations of returns Beta Residual standard deviation 26% The risk-free return during the sample period was 4%, Calculate Treynor's measure of performance for Monarch Stock Fund Multiple Choice 50.00% 4400N 8.80% 10.40%
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