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The following data is available relating to the performance of ABC Fund and the market portfolio. The risk-free rate of return during the sample period

The following data is available relating to the performance of ABC Fund and the market portfolio. The risk-free rate of return during the sample period was 2.52%. Calculate the Treynor measure of performance evaluation for ABC Fund.

	ABC Fund	Market Portfolio
Average return	15.98%	11.99%
Standard deviations of returns	5.60%	6.88%
Beta	0.17	1.00

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