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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 13.0 % 30
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | RP | P | P | ||
| X | 13.0 | % | 30 | % | 1.30 |
| Y | 12.0 | 25 | 1.10 | ||
| Z | 7.0 | 15 | 0.75 | ||
| Market | 10.1 | 20 | 1.00 | ||
| Risk-free | 5.0 | 0 | 0 | ||
What are the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio?
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The Complete Guide To Investing In Commodity Trading And Futures How To Earn High Rates Of Returns Safely
Authors: Mary P Holihan
1st Edition
1601380038, 978-1601380036
