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Your portfolio has a beta equal to 1.3. It returned 12% last year. The market returned 10%; the risk-free rate is 6%. Calculate Treynors measure
Your portfolio has a beta equal to 1.3. It returned 12% last year. The market returned 10%; the risk-free rate is 6%. Calculate Treynors measure for your portfolio and the market. Did you earn a better return than the market given the risk you took?
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