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Author Question: A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk ... (Read 57 times)

danitzaidaly

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on: Mar 29, 2022

Question 1

A portfolio has a total return of 10.5%, a beta of 0.72 and a standard deviation of 6.3%. The risk free rate is 3.8%, the market return is 12.4%. Jensen's measure of this portfolio's performance is
◦ 0.5%.
◦ 4.3%.
◦ 7.9%.
◦ 9.3%.

Question 2

A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk free rate is 2.5%, the market rate of return is 11.4%, and the market's Treynor measure is 6.3. What is the value of the Treynor measure of this portfolio?
◦ -1.9%
◦ .63 %
◦ 8.32%
◦ 27.4%
Fundamentals of Investing ¦ Zutter, Smart ¦ 14th Edition
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Marked as best answer by danitzaidaly on Mar 29, 2022

zubair1583

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Reply #1 on: Mar 29, 2022
Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
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danitzaidaly

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Reply 2 on: Mar 29, 2022
Wow, this really help

xiazhe

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

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