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You are managing a mutual fund which reports an expected return of 1 5 % , a variance of . 0 . 0 7 8
You are managing a mutual fund which reports an expected return of a variance of and a beta of The current Tbill rate is and the S&P stock index as the market index reports an expected return of and a variance of If one of your investors decides to invest of her portfolio in your fund and the rest in a Tbill money market fund, what is the Treynor ratio of your client's portfolio?
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