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Find the Sharpe Ratio and the Treyner Ratio

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Reference no: EM133123459

Question - A fund has an information ratio of 3, the return on the risk-free asset is 4, the tracking error is 2, the variance of its results is 9 and the Beta is 1.2. The fund has an absolute return target and, therefore, its benchmark is the risk-free asset. Find the Sharpe Ratio and the Treyner Ratio.

Reference no: EM133123459

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