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 139 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
:D TYSM

smrtceo

  • Member
  • Posts: 344
Reply 3 on: Yesterday
Great answer, keep it coming :)

« previous next »
 

Did you know?

Patients should never assume they are being given the appropriate drugs. They should make sure they know which drugs are being prescribed, and always double-check that the drugs received match the prescription.

Did you know?

Eat fiber! A diet high in fiber can help lower cholesterol levels by as much as 10%.

Did you know?

Thyroid conditions cause a higher risk of fibromyalgia and chronic fatigue syndrome.

Did you know?

During the twentieth century, a variant of the metric system was used in Russia and France in which the base unit of mass was the tonne. Instead of kilograms, this system used millitonnes (mt).

Did you know?

People with high total cholesterol have about two times the risk for heart disease as people with ideal levels.

Apparent motion of Alpha Centauri relative to Beta Centauri Apparent motion of Alpha Centauri relative to Beta Centauri
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
Venous return to the heart and blood flow to the lungs. Venous return to the heart and blood flow to the lungs.
BETA BLOCKERS BETA BLOCKERS
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
Mutations in the Beta Globin Gene Mutations in the Beta Globin Gene
Video: Virtual Tour of the Heart

For a complete list of videos, visit our video library