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The following portfolios are being considered for investment. During the period under consideration, RFR 0.08 Portfolio Return Beta oi P 0.14 1.00 0.05 O

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The following portfolios are being considered for investment. During the period under consideration, RFR 0.08 Portfolio Return Beta oi P 0.14 1.00 0.05 O 0.21 1.50 0.10 R 0.10 0.60 0.03 S 0.17 1.10 0.06 Market 0.13 1.00 0.04 Question 1. Compute the Sharpe measure for each portfolio and the market portfolio. Question 2 Compute the Treynor measure for each portfolio and the market portfolio. Question 3. Rank the portfolios using each measure, explaining the cause for any differences you find in the rankings.

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