Question: Problem 2 Long Only Suppose you cannot short sell and can only invest in the long portfolio of each strategy. a) Calculate the Sharpe measure

Problem 2 Long Only Suppose you cannot short sell and can only invest in the long portfolio of each strategy. a) Calculate the Sharpe measure and Jensen measure for S, H, and U. Do the strategies outperform the market portfolio according to these measures? b) Calculate the correlation between the market portfolio, S, H, and U. Calculate the correlation for all possible pairs and report the answers in a table like this

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