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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

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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 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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