Portfolio Risk and Return: Part II sample question
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CFA Level I sample question
CFA Level I Portfolio Risk and Return: Part II question
Portfolio Management
Portfolio Risk and Return: Part II
Fund A earned 12% with standard deviation of 15% and beta of 1.20. Fund B earned 11% with standard deviation of 10% and beta of 0.80. The risk-free rate was 3%. Based on both Sharpe and Treynor ratios, the better performer is:
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