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y You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Bp Portfolio Rp Op 16.5% 378 1.40 15.5
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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Bp Portfolio Rp Op 16.5% 378 1.40 15.5 32 1.15 22 0.70 7.4 Market 11.8 27 1.00 Risk-free 5.2 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.) Sharpe Ratio Treynor Ratio Portfolio Jensen's Alpha MarketStep by Step Solution
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