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Vega fund had return of 12%, a beta of 0.7, and a standard deviation of 29% last year when t-bills generated 4%. At the same

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Vega fund had return of 12%, a beta of 0.7, and a standard deviation of 29% last year when t-bills generated 4%. At the same time, the market portfolio generated return of 11% and a standard deviation of 20%. What is the information ratio of Vega fund? 25 3969 0.1221 3.1000 0.1750

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