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Business, 25.11.2021 06:50 neriah30

Below is the data on the performance of Norton Fund and the market portfolio Norton Fund Market

Avg Return 16% 12%

Std. Dev. of Return 26% 22%

Beta 1.15 1.0

Std. Dev. of Residuals 1.0% 0.0%

The risk-free rate during this period is 4%. What is the Treynor Ratio for the Norton Fund?

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