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 190 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
YES! Correct, THANKS for helping me on my review

fatboyy09

  • Member
  • Posts: 358
Reply 3 on: Yesterday
:D TYSM

« previous next »
 

Did you know?

HIV testing reach is still limited. An estimated 40% of people with HIV (more than 14 million) remain undiagnosed and do not know their infection status.

Did you know?

Patients who cannot swallow may receive nutrition via a parenteral route—usually, a catheter is inserted through the chest into a large vein going into the heart.

Did you know?

The Centers for Disease Control and Prevention has released reports detailing the deaths of infants (younger than 1 year of age) who died after being given cold and cough medications. This underscores the importance of educating parents that children younger than 2 years of age should never be given over-the-counter cold and cough medications without consulting their physicians.

Did you know?

The Food and Drug Administration has approved Risperdal, an adult antipsychotic drug, for the symptomatic treatment of irritability in children and adolescents with autism. The approval is the first for the use of a drug to treat behaviors associated with autism in children. These behaviors are included under the general heading of irritability and include aggression, deliberate self-injury, and temper tantrums.

Did you know?

Only 12 hours after an egg cell is fertilized by a sperm cell, the egg cell starts to divide. As it continues to divide, it moves along the fallopian tube toward the uterus at about 1 inch per day.

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
beta lactamase mechanism beta lactamase mechanism
Beta Ghiorghis (House of St. George), Lalibela, Ethiopia. Beta Ghiorghis (House of St. George), Lalibela, Ethiopia.
Fuel should be heard returning to the fuel tank at the fuel return line if the fuel-pump and ... Fuel should be heard returning to the fuel tank at the fuel return line if the fuel-pump and ...
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 ...
Human beta-globin–complex locus control region Human beta-globin–complex locus control region
Video: Oogenesis Animation

For a complete list of videos, visit our video library