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The following data are available relating to the performance of Demo Stock Fund and the market portfolio: Demo Stock Fund Market Portfolio Average return: 19%

The following data are available relating to the performance of Demo Stock Fund and the market portfolio: Demo Stock Fund Market Portfolio Average return: 19% 12% Standard deviation of Returns 35% 15% Beta 1.5 1.0 Residual standard deviation 3.0% 0.0% The risk-free return during the sample period was 6% What is the Shape measure of performance evaluation for Demo Stock Fund?

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