Question: Calculation-type Problems: SHOW ALL YOUR WORK. DO NOT PRESENT ANSWERS ONLY 2. The risk-free rate, average returns, standard deviations, below. Fund c 13.690 12.4% Std

2. The risk-free rate, average returns, standard deviations, below. Fund c 13.690

Calculation-type Problems: SHOW ALL YOUR WORK. DO NOT PRESENT ANSWERS ONLY

2. The risk-free rate, average returns, standard deviations, below. Fund c 13.690 12.4% Std Dev 2590 3090 S&P500 12.090 and betas for three funds and the 500 are given Beta 1.1 1.0 1.3 1.0 Compute the Treynor measure, Sharpe ratio, and Jensen's alpha for portfolio A, B, and C. Based on each measure, which portfolio shows the best performance?

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