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Author Question: Allison's portfolio has a beta of 1.5 and earns a return of 15%. Brianna's portfolio has a beta of ... (Read 182 times)

Scollins7

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Allison's portfolio has a beta of 1.5 and earns a return of 15%.  Brianna's portfolio has a beta of 1.0 and earns a return of 11%.  The risk-free rate is 3%. According to the Treynor measure,
◦ Allison has the better portfolio.
◦ Brianna has the better portfolio.
◦ the portfolio's are equally desirable.
◦ the answer depends on Allison and Brianna's risk tolerance.


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Marked as best answer by Scollins7 on Mar 29, 2022

sin

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Scollins7

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Reply 2 on: Mar 29, 2022
YES! Correct, THANKS for helping me on my review


miss_1456@hotmail.com

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

 

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