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Financial Risk Manager Part 1

Financial Risk Manager Part 1

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Assume that portfolio A has 10 stocks. The expected return of the portfolio is 15% with a standard deviation of 30%, and the beta of the portfolio is 1.2. Also assume that the expected return of the market is 12% with a standard deviation of 22%, and that the risk-free rate is 3.0%. Given this information, what are the Treynor, Sharpe, and Jensen measures, respectively?

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