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Vega fund had return of 16% a beta of 1.1, and a standard deviation of 25% last year when t-bills generated 2%. At the same

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Vega fund had return of 16% a beta of 1.1, and a standard deviation of 25% last year when t-bills generated 2%. At the same time, the market portfolio generated return of 1546 and a standard deviation of 20%. What is the information ratio of Vega fund? 0.5500 -0.3000 17.8743 -0.0253

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