You are given the following information concerning three portfolios, the market portfolio, and the risk-free...
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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: X14.082081.80 Y 13.0 15 1.30 Z 9.2 5 0.85 Market 11.1 10 1.00 Risk-free 6.6 0 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio
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