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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp 16.5% 15.5 7.4 11.8 5.2 37% 32
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp 16.5% 15.5 7.4 11.8 5.2 37% 32 22 1.40 1.15 0.70 1.00 Z Market Risk-free 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 Sharpe Ratio Treynor Ratio Jensen's Alpha Z Market
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