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A portfolio features an average return of 15.8 percent, a standard deviation of 17.3 percent, and a beta of 1.58. The risk-free rate is 4.5 percent. What's the Sharpe ratio?
Your portfolio has a beta of 1.43, a standard deviation of 16.9 percent, and an expected return of 15.1 percent. The market return is 12.1 percent and the riskfree rate is 2.8 percent. What is the Treynor ratio?