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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 16.0 % 32
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
Portfolio | RP | P | P | ||
X | 16.0 | % | 32 | % | 1.90 |
Y | 15.0 | 27 | 1.25 | ||
Z | 7.3 | 17 | 0.75 | ||
Market | 11.3 | 22 | 1.00 | ||
Risk-free | 5.8 | 0 | 0 | ||
What are the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" 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.)
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