Question: Q1 Historical Stock Performance Data Stock Expected return Standard deviation of returns CAPM Beta A 7% 26% 0.5 B 8% 29% 1 C 12% 72%

Q1 Historical Stock Performance Data Stock Expected return Standard deviation of returns CAPM Beta A 7% 26% 0.5 B 8% 29% 1 C 12% 72% 1.4 Market 8% 20% 1 Treasuries 4% 0% 0 Note, parts i, ii and iii refer to the above table. Using the information in the table, calculate for stock A, B or C only. Question 1ai: Sharpe ratio. Question 1aii: Treynor ratio. 3 Question 1aiii: Jensen's alpha.

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