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Calculate the sharpe ratio

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Reference no: EM133121985

ABC Mutual Fund's total return (geometric mean over the past 5 years: 10.25%

Risk Free Rate has averaged  2.5%

Beta of the company's stock: 1.15

Standard deviation: 13%

Market Return: 8.5%

  1. Calculate the Sharpe Ratio
  2. Calculate the Treynor Measure
  3. Calculate Jensen's Alpha

Reference no: EM133121985

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