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Using the data in the table below and calculate the following performance measures. i. Sharpe ratio ii. Treynor measure iii. Jensen's alpha iv. M-squared measure

Using the data in the table below and calculate the following performance measures.

i. Sharpe ratio

ii. Treynor measure

iii. Jensen's alpha

iv. M-squared measure

v. T-squared measure, and

vi. Appraisal ratio (information ratio)

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