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 162 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

Zebsrer

  • Member
  • Posts: 284
Reply 3 on: Yesterday
Wow, this really help

« previous next »
 

Did you know?

About 80% of major fungal systemic infections are due to Candida albicans. Another form, Candida peritonitis, occurs most often in postoperative patients. A rare disease, Candida meningitis, may follow leukemia, kidney transplant, other immunosuppressed factors, or when suffering from Candida septicemia.

Did you know?

Astigmatism is the most common vision problem. It may accompany nearsightedness or farsightedness. It is usually caused by an irregularly shaped cornea, but sometimes it is the result of an irregularly shaped lens. Either type can be corrected by eyeglasses, contact lenses, or refractive surgery.

Did you know?

More than 50% of American adults have oral herpes, which is commonly known as "cold sores" or "fever blisters." The herpes virus can be active on the skin surface without showing any signs or causing any symptoms.

Did you know?

Adolescents often feel clumsy during puberty because during this time of development, their hands and feet grow faster than their arms and legs do. The body is therefore out of proportion. One out of five adolescents actually experiences growing pains during this period.

Did you know?

It is difficult to obtain enough calcium without consuming milk or other dairy foods.

Lymphatic vessels pick up excess tissue fluid, purify it in the lymph nodes, and then return it to t Lymphatic vessels pick up excess tissue fluid, purify it in the lymph nodes, and then return it to t
Beta-Adrenergic Blockers Used for Dysrhythmias Beta-Adrenergic Blockers Used for Dysrhythmias
Ho to calculate the ATP of a 12-Carbon fatty acid, beta oxidation Ho to calculate the ATP of a 12-Carbon fatty acid, beta oxidation
A carbon-14 nucleus decays to a nitrogen-14 nucleus by beta-minus decay. How much energy (in ... A carbon-14 nucleus decays to a nitrogen-14 nucleus by beta-minus decay. How much energy (in ...
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: Contraction cycle of a sarcomere

For a complete list of videos, visit our video library