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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 14.5 36 1.6
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset
Portfolio | RP | P | P |
X | 14.5 | 36 | 1.6 |
Y | 13.5 | 31 | 1.3 |
Z | 9.1 | 21 | 0.8 |
Market | 10.7 | 26 | 1 |
Risk-free | 5.4 | 0 | 0 |
Portfolio | Sharpe Ratio | Treynor Ratio | Jensen's Alpha | |
X | % | |||
Y | % | |||
Z | % | |||
Market | % |
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