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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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