Question: Suppose that the Single Index Model is valid, and you have the following information on different assets: Asset Historical average return ( ) STD (

Suppose that the Single Index Model is valid, and you have the following information on different assets:
Asset Historical
average return ()
STD(s) Beta () Residual variance
Portfolio A 28%50%0.09
T-bills 4%000
Market index portfolio 16%25%10
A) Calculate the measure for Portfolio A.(6 points)

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