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The following table summarizes the performance of the market portfolio and of Alta Capital stock fund.   ...

The following table summarizes the performance of the market portfolio and of Alta Capital stock fund.   

Return

Standard deviation

Beta

Market

Alta Fund

14%

18%

22%

30%

1

1.4

The risk free rate during the sample period was 6%.

a.What is the Sharp Ratio?

b.What is the Treynor Ration?

c.What is the information Ratio?

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