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The market portfolio has an expected return of 28% and a standard deviation of 30%. Your own portfolio has an expected return of 35%, a

image text in transcribed The market portfolio has an expected return of 28% and a standard deviation of 30%. Your own portfolio has an expected return of 35%, a standard deviation of 42%, a beta of 1.2, and a tracking error of 18%. The risk free rate is 6%. The Treynor ratio of the market portfolio is and the Treynor ratio of your portfolio is Enter numbers with two decimal points. Answer the question in percentage terms, i.e., if the answer is 20%, enter 20.00 . Question 7 0.6 pts The market portfolio has an expected return of 28% and a standard deviation of 30%. Your own portfolio has an expected return of 35%, a standard deviation of 42%, a beta of 1.2 , and a tracking error of 18%. The risk free rate is 6%. The alpha of the market portfolio is and the alpha of your portfolio is . Enter numbers with two decimal point. Answer the question in percentage terms, i.e., if the answer is 20%, enter 20.00

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