Calculate the sharpe ratio and treynor ratio

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Reference no: EM131558909

Calculate the Sharpe ratio, Treynor ratio, M-squared and Jensen's alpha for a stock with an expected return of 15%, standard deviation of 10% and a market beta of 0.9. The expected market return is 12%, the standard deviation of the market return is 20% and the risk-free rate is 3%.

Reference no: EM131558909

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