Question: Using the data in the table below and calculate the following performance measures. i. Sharpe ratio ii. Treynor measure iii. Jensen's alpha iv. M-squared measure
Using the data in the table below and calculate the following performance measures.
i. Sharpe ratio
ii. Treynor measure
iii. Jensen's alpha
iv. M-squared measure
v. T-squared measure, and
vi. Appraisal ratio (information ratio)
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