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

Author Question: A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk ... (Read 27 times)

danitzaidaly

  • Full Member
  • ***
  • Posts: 132
on: Mar 29, 2022

Question 1

A portfolio has a total return of 10.5%, a beta of 0.72 and a standard deviation of 6.3%. The risk free rate is 3.8%, the market return is 12.4%. Jensen's measure of this portfolio's performance is
◦ 0.5%.
◦ 4.3%.
◦ 7.9%.
◦ 9.3%.

Question 2

A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk free rate is 2.5%, the market rate of return is 11.4%, and the market's Treynor measure is 6.3. What is the value of the Treynor measure of this portfolio?
◦ -1.9%
◦ .63 %
◦ 8.32%
◦ 27.4%
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 danitzaidaly on Mar 29, 2022

zubair1583

  • Full Member
  • ***
  • Posts: 175
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


danitzaidaly

  • Member
  • Posts: 132
Reply 2 on: Mar 29, 2022
Excellent

carlsona147

  • Member
  • Posts: 341
Reply 3 on: Yesterday
YES! Correct, THANKS for helping me on my review

« previous next »
 

Did you know?

When blood is exposed to air, it clots. Heparin allows the blood to come in direct contact with air without clotting.

Did you know?

The top 10 most important tips that will help you grow old gracefully include (1) quit smoking, (2) keep your weight down, (3) take supplements, (4) skip a meal each day or fast 1 day per week, (5) get a pet, (6) get medical help for chronic pain, (7) walk regularly, (8) reduce arguments, (9) put live plants in your living space, and (10) do some weight training.

Did you know?

Only one in 10 cancer deaths is caused by the primary tumor. The vast majority of cancer mortality is caused by cells breaking away from the main tumor and metastasizing to other parts of the body, such as the brain, bones, or liver.

Did you know?

According to the National Institute of Environmental Health Sciences, lung disease is the third leading killer in the United States, responsible for one in seven deaths. It is the leading cause of death among infants under the age of one year.

Did you know?

As many as 20% of Americans have been infected by the fungus known as Histoplasmosis. While most people are asymptomatic or only have slight symptoms, infection can progress to a rapid and potentially fatal superinfection.

Reduce Risk of Unintentional Injury Reduce Risk of Unintentional Injury
Major Risk Factors for Hypertension Major Risk Factors for Hypertension
Total allowable and actual catch, Grand Bank Atlantic Cod 1959 -2012 Total allowable and actual catch, Grand Bank Atlantic Cod 1959 -2012
Risk factor for children age 2 to 3 Risk factor for children age 2 to 3
A wave whose wavelength is 0.500 m is traveling down a 500-m long wire whose total mass is 25 ... A wave whose wavelength is 0.500 m is traveling down a 500-m long wire whose total mass is 25 ...
the Beta-globin gene subfamily on chromosome 11 the Beta-globin gene subfamily on chromosome 11
Video: Role of ATP in muscle movement

For a complete list of videos, visit our video library