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If the risk-free rate is 5 calculate and compare the sharpe

Assume the following information:

Your Portfolio		The Market
Expected return	15%	Expected return	14%
Standard deviation	20%	Standard deviation	12%
Beta	1.3	Beta	1.0

If the risk-free rate is 5%, calculate and compare the Sharpe Ratio and the Treynor Index for both Your Portfolio and The Market. Did your portfolio beat the market on a risk-adjusted basis?

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Finance Basics: If the risk-free rate is 5 calculate and compare the sharpe

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