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Argosy University/ Phoniex University/
Nov-2005 - Oct-2011
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Phoniex University
Oct-2001 - Nov-2016
I'm trying to decipher what formula I would use, and how I might approach this. All I need is the solution and how I might find it on my own.
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My example is suppose that a company called Tweedledee Company has an average return of 18%, and the Tweedledum Company has an average return of 10%. They both have a standard deviation of return of 10%, but Tweedledee has a beta of 2 and Tweedledum has a beta of 1. The risk-free rate is 1%.
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a. What are the Treynor and Sharpe Ratios of these two companies?
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