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You are provided the following data for Fund JBS: Average return=13%, standard deviation=10%, beta=0.5, target return (T)=5%. The risk-free return during the sample period is
You are provided the following data for Fund JBS: Average return=13%, standard deviation=10%, beta=0.5, target return (T)=5%. The risk-free return during the sample period is 6%. The data for the S&P 500 Index, which serves as the benchmark index, are: average return=18%, standard deviation=16%. 7 26. The Sharpe ratio for Fund JBS is A. 7 B. 1.4 C.0.7 D. 1.9 E. 0,5 I 27. The Treynor ratio for Fund JBS is A. 16 B. 10 C 7 D. 14 E. 12.5
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