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The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. . Fund Avg A 18% B

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The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. . Fund Avg A 18% B 25% 20% S&P 500 15% 5% Std Dev 30% 35% 25% 20% Beta 1.05 1.3 1.2 1.0 What is the Treynor measure for portfolio A? Select one: O A 12.38% O B. 9.91% OC. 10.38% h O D. 8.64% age Next page

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