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(The information of three portfolios has been collected as below. Based solely on the measures of Sharpe, Treynor and Jensen, compare the performance of portfolios
(The information of three portfolios has been collected as below. Based solely on the measures of Sharpe, Treynor and Jensen, compare the performance of portfolios A, B, and C to the overall market performance and suggest the best portfolio among the three. Assume a market return of 15.5% with a standard deviation of 17%, and risk-free rate of 4%.) Portfolio (Portfolio) A B Pulangan (Return) 13.8% 21.3% 18.0% Sisihan piawai (Standard deviation) 14.5% 24.0% 17.5% Beta (Beta) 0.90 1.60 1.15
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