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Find Sharpe Ratio and the return of the fund

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Reference no: EM133110386

Question - The risk measures of a fund are: Beta of the portfolio 1.3, volatility of the results 5%, tracking-error 4. Knowing that the return on the risk-free asset is 2% and that Treynor's ratio is 10. Find Sharpe Ratio, the return of the fund and the Information ratio.

Reference no: EM133110386

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