Compare portfolio performance using Sharpe and Treynor measures for the following portfolios:
Average Return (%) |
Standard Deviation |
Beta |
|
Portfolio AÂ Â Â Â Â Portfolio B Market Index |
14% 10% 12% |
0.25 0.15 0.25 |
1.25 1.10 1 |
The risk-free rate of return is 8%.
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