9. (5 pts) Calculate the indicator of performance based on Treynor, and Sharpe. Data Portfolio 1...
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9. (5 pts) Calculate the indicator of performance based on Treynor, and Sharpe. Data Portfolio 1 Return 8% 10% Risk free 3% 3% Beta 0.90 1.3 Standard Deviation 16% 21% Which portfolio is better? Why? 9. (5 pts) Calculate the indicator of performance based on Treynor, and Sharpe. Data Portfolio 1 Return 8% 10% Risk free 3% 3% Beta 0.90 1.3 Standard Deviation 16% 21% Which portfolio is better? Why?
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