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Your reserach uncovers the following information about two different portfolios and the market: Portfolio op Bp A 14.3% 22.7% 1.35 12.7% 18.1% 0.95 Market 12.0%

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Your reserach uncovers the following information about two different portfolios and the market: Portfolio op Bp A 14.3% 22.7% 1.35 12.7% 18.1% 0.95 Market 12.0% 20.0% 1.00 Risk-free 3.6% a) Calculate the Sharpe Ratio, Treynor Ratio, and Jensen's Alpha for each of the two portfolios. b) Based on this information, which portfolio is superior on a risk-adjusted basis

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