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The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: Average return Standard deviations of returns Beta

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The following data are available relating to the performance of Long Horn Stock Fund and the market portfolio: Average return Standard deviations of returns Beta Residual standard deviation Long Market Horn Portfolio 19% 12% 35% 15% 1.5 1.0 3.0% 0.0% The risk-free return during the sample period was 6%. Calculate the information ratio for Long Horn Stock Fund

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