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The following portfolios are being considered for investment. During the period under consideration, R F R = 0 . 0 8 . a . Compute
The following portfolios are being considered for investment. During the period under consideration,
a Compute the Sharpe measure for each portfolio and the market portfolio. Round your answers to three decimal places.
b Compute the Treynor measure for each portfolio and the market portfolio. Round your answers to three decimal places.
c Rank the portfolios using each measure, explaining the cause for any differences you find in the rankings.
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