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 93 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
Gracias!

fatboyy09

  • Member
  • Posts: 358
Reply 3 on: Yesterday
YES! Correct, THANKS for helping me on my review

« previous next »
 

Did you know?

Certain chemicals, after ingestion, can be converted by the body into cyanide. Most of these chemicals have been removed from the market, but some old nail polish remover, solvents, and plastics manufacturing solutions can contain these substances.

Did you know?

There are 60,000 miles of blood vessels in every adult human.

Did you know?

The use of salicylates dates back 2,500 years to Hippocrates’s recommendation of willow bark (from which a salicylate is derived) as an aid to the pains of childbirth. However, overdosage of salicylates can harm body fluids, electrolytes, the CNS, the GI tract, the ears, the lungs, the blood, the liver, and the kidneys and cause coma or death.

Did you know?

Glaucoma is a leading cause of blindness. As of yet, there is no cure. Everyone is at risk, and there may be no warning signs. It is six to eight times more common in African Americans than in whites. The best and most effective way to detect glaucoma is to receive a dilated eye examination.

Did you know?

Computer programs are available that crosscheck a new drug's possible trade name with all other trade names currently available. These programs detect dangerous similarities between names and alert the manufacturer of the drug.

Lymphatic vessels (green) pick up excess tissue fluid, purify it in lymph nodes, and return it to th Lymphatic vessels (green) pick up excess tissue fluid, purify it in lymph nodes, and return it to th
Lymphatic vessels pick up excess tissue fluid, purify it in the lymph nodes, and then return it to t Lymphatic vessels pick up excess tissue fluid, purify it in the lymph nodes, and then return it to t
A single base substitution leading to a single amino acid substitution in the hemoglobin beta chain A single base substitution leading to a single amino acid substitution in the hemoglobin beta chain
Beta-lactam antibiotics: The beta-lactam ring is common to many different classes of antibiotics. Beta-lactam antibiotics: The beta-lactam ring is common to many different classes of antibiotics.
The relative penetrating power of alpha, beta, and gamma radiation. Gamma and neutron radiation are ... The relative penetrating power of alpha, beta, and gamma radiation. Gamma and neutron radiation are ...
Annotation of a DNA sequence containing part of the human beta globin gene Annotation of a DNA sequence containing part of the human beta globin gene
Video: Hemodynamics Animation

For a complete list of videos, visit our video library