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You are investigating a potential investment advisor whose past investments have a standard deviation = 25% while the market has a standard deviation =

You are investigating a potential investment advisor whose past investments have a standard deviation = 25% while the market has a standard deviation = 13%. The correlation between the investments and the market is 0.65 and the risk-free rate = 4.6%. What is the Treynor Ratio of this advisor if the investment had a return of 20% while the market had a return of 11%?

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