Question: Assuming the average return on risk-free assets during the period is 6%, measure the three performance measures i.e. Sharpe, Treynor and Jensen Example Portfolio Beta

Assuming the average return on risk-free assets during the period is 6%, measure the three performance measures i.e. Sharpe, Treynor and Jensen
Example Portfolio Beta 0.8 Average return 16% Standard deviation 20% Market 1.0

Example Portfolio Beta 0.8 Average return 16% Standard deviation 20% Market 1.0 14% 24%

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