Question: please explain why the answer is zero The T-bill rate is 2.25% Fund Beta St. Dev % E(RI) % IR Sharpe Alpha% Treynor Sortino 0.1215
The T-bill rate is 2.25% Fund Beta St. Dev % E(RI) % IR Sharpe Alpha% Treynor Sortino 0.1215 1.654 1.75 1.15 0.65 A B 0.87 4.75 XXX YYY ZZZ Index 3.6 5.11 4.22 3.80 1.7045 4.133 B x 1 13 D Compute 'D 2% - 1% 109 1% - 10% tero
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