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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset Portfolio Rp Op X 12% 29% 1.25 11
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset Portfolio Rp Op X 12% 29% 1.25 11 24 1.10 8 14 .75 Market Risk-free 10 4 19 0 1.00 e 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.) Portfolio X Sharpe Ratio Treynor Ratio Jensen's Alpha % Y % Z % Market %
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