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Question: a portfolio has total variance 16percent and an average return...

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A portfolio has total variance 16%, and an average return of 9%. The market index has total variance 9% and an average return of 8%. The correlation between the return on the portfolio and the return on the market index is 0.6. The risk-free return is 4%. Work out the Sharpe ratio and the Treynor ratio for the portfolio.

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