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Use the information below to answer questions 14 and 15. Portfolio Average return Variance Beta Gamma 15% 20.25% 1.2 Market index 8% 10.89% 1.0 Assume

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Use the information below to answer questions 14 and 15. Portfolio Average return Variance Beta Gamma 15% 20.25% 1.2 Market index 8% 10.89% 1.0 Assume a risk-free rate of return of 3%. Calculate the risk-adjusted portfolio performance of the Gamma portfolio using the Sharpe and Treynor measures

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