This topic contains a solution. Click here to go to the answer
« previous next »

Author Question: Allison's portfolio has a beta of 1.37 and earns a return of 14%. Brianna's portfolio has a beta of ... (Read 175 times)

krabuske

  • Full Member
  • ***
  • Posts: 136
on: Mar 29, 2022

Question 1

A portfolio has a total return of 14.5%, a beta of 1.54, and a standard deviation of 17.6%. If the risk free rate is 4.5% and the market return is 10.2%, then Treynor's measure of this portfolio's performance is
◦ 2.8%.
◦ 3.7%.
◦ 6.5%.
◦ 9.4%.

Question 2

Allison's portfolio has a beta of 1.37 and earns a return of 14%.  Brianna's portfolio has a beta of 0.8 and earns a return of 11%.  The risk-free rate is 3% and the expected rate of return on the market is 12%. According to the Jensen's measure,
◦ Allison has the better portfolio.
◦ Brianna has the better portfolio.
◦ the portfolios are equally desirable.
◦ the answer depends on Allison and Brianna's risk tolerance.
Fundamentals of Investing ¦ Zutter, Smart ¦ 14th Edition
Buy Test-Bank


Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by krabuske on Mar 29, 2022

fowlerhop@rocketmail.com

  • Full Member
  • ***
  • Posts: 139
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.
Answer Preview
Only 25% of students answer this correctly


krabuske

  • Member
  • Posts: 136
Reply 2 on: Mar 29, 2022
Excellent

ryansturges

  • Member
  • Posts: 338
Reply 3 on: Yesterday
Wow, this really help

« previous next »
 

Did you know?

One way to reduce acid reflux is to lose two or three pounds. Most people lose weight in the belly area first when they increase exercise, meaning that heartburn can be reduced quickly by this method.

Did you know?

In inpatient settings, adverse drug events account for an estimated one in three of all hospital adverse events. They affect approximately 2 million hospital stays every year, and prolong hospital stays by between one and five days.

Did you know?

Vital signs (blood pressure, temperature, pulse rate, respiration rate) should be taken before any drug administration. Patients should be informed not to use tobacco or caffeine at least 30 minutes before their appointment.

Did you know?

Eat fiber! A diet high in fiber can help lower cholesterol levels by as much as 10%.

Did you know?

Multiple experimental evidences have confirmed that at the molecular level, cancer is caused by lesions in cellular DNA.

Apparent motion of Alpha Centauri relative to Beta Centauri Apparent motion of Alpha Centauri relative to Beta Centauri
Allen Test: A patent ulnar artery reveals the return of palm perfusion despite radial artery compres Allen Test: A patent ulnar artery reveals the return of palm perfusion despite radial artery compres
A buildup of beta amyloid plaques and tangled strands of tau protein interferes with neuronal ... A buildup of beta amyloid plaques and tangled strands of tau protein interferes with neuronal ...
What nuclide is produced when K-43 decays by beta emission? What nuclide is produced when K-43 decays by beta emission?
Nitin earns $48,000 per year. Determine his gross earnings for each pay period if he is paid ... Nitin earns $48,000 per year. Determine his gross earnings for each pay period if he is paid ...
The distribution of malaria and of the hemoglobin variants beta S and beta E. The distribution of malaria and of the hemoglobin variants beta S and beta E.
Video: Acid-base imbalances - respiratory acidosis and alkalosis

For a complete list of videos, visit our video library