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The following data are available relating to the performance of Seminole Fund and the market portfolio: Market Portfolio 14% Seminole Average return 18% Standard deviations
The following data are available relating to the performance of Seminole Fund and the market portfolio: Market Portfolio 14% Seminole Average return 18% Standard deviations of 30% returns Beta 1.4 Residual standard deviation 4.0% 22% 1.0 0.0% The risk-free return during the sample period was 6%. Calculate the measure for the Seminole Fund
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