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Author Question: Phil has a portfolio with a 13.2% total return. The beta of the portfolio is 1.48 and the standard ... (Read 81 times)

lingual

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on: Mar 29, 2022

Question 1

Ella's portfolio has a beta of 1.34 and a standard deviation of 16.4%. The portfolio has a total return of 14.8%. The market risk premium is 8.5%, while the return on the market portfolio was 12.0%.  What is the value of Sharpe's measure for Ella's portfolio?
◦ 0.21
◦ 0.38
◦ 0.69
◦ 0.90

Question 2

Phil has a portfolio with a 13.2% total return. The beta of the portfolio is 1.48 and the standard deviation is 13%. Currently, the risk-free rate of return is 4% and the overall market has a total return of 11%. What is the value of Treynor's measure for Phil's portfolio?
◦ 2.1%
◦ 6.2%
◦ 7.1%
◦ 8.9%
Fundamentals of Investing ¦ Zutter, Smart ¦ 14th Edition
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Marked as best answer by lingual on Mar 29, 2022

senorfranco

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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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lingual

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

Liddy

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

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