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You are given the following information concerning three managed portfolios, the market portfolio, and the risk- free asset: Portfolio X Y z Market Risk-free R

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You are given the following information concerning three managed portfolios, the market portfolio, and the risk- free asset: Portfolio X Y z Market Risk-free R 0.170 0.130 0.060 0.070 0.005 0.380 0.230 0.170 0.150 0.000 Bp 1.500 1.100 0.800 1.000 0.000 What is the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio (including the market portfolio)

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