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The risk-free rate is currently 8.1%. Use the data in the accompanying table for the Fio family's portfolio and the market portfolio during the year

image text in transcribedimage text in transcribed The risk-free rate is currently 8.1%. Use the data in the accompanying table for the Fio family's portfolio and the market portfolio during the year just ended to answer the questions that follow. (Click on the icon here in order to copy the contents of the data table below into a spreadsheet.) a. Calculate Sharpe's measure for the portfolio and the market. Compare the two measures, and assess the performance of the Fios' portfolio during the year just ended. b. Calculate Treynor's measure for the portfolio and the market. Compare the two, and assess the performance of the Fios' portfolio during the year just ended. c. Calculate Jensen's measure (Jensen's alpha). Use it to assess the performance of the Fios' portfolio durina the a. The Sharpe's measure for the Fio portfolio is (Round to two decimal places.) \begin{tabular}{|l|r|r|} \hline \multicolumn{1}{|c|}{ Data Item } & Fios' Portfolio & Market Portfolio \\ \hline Rate of return & 12.6 & 10.7 \\ \hline Standard deviation of return & 12.7 & 9.7 \\ \hline Beta & 1.35 & 1 \\ \hline \end{tabular}

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