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Consider the following data for a particular period:
Portfolio (P)
market (M)
----------------------------------------------------
-----
Average
return
35 % 28 %
Beta
1.2 1.0
Standard
deviation
4.2 % 30 %
Non-systematic
risk 18
% ----
Calculate the following performance measures for portfolio
(P) and the market (M) by using Sharpe, Jensen and Treynor
methods. The T-bill rate during the period was 6 % by
which measures did portfolio P outperform the market $
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