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Using the information below , calculate the expected rate of return ( 0.15 ) risk-free rate=2%, beta = 1.3, expected market rate of return =12%

  1. Using the information below , calculate the expected rate of return ( 0.15 ) risk-free rate=2%, beta = 1.3, expected market rate of return =12%
  2. Calculate Sharpe ratio for the question 1 Risk free rate of return is 0% ( )

3. MAR is the same as target return, Calculate Sortino ratio ( )

4. MAR is the same as target return, Calculate Gain Loss ratio ( )

5. Conditional VaR is known to be 5%, expected rate of return is 6% and risk free rate is 1% calculate conditional sharpe ratio ( )

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