The Treynor portfolio performance measure for Portfolio P is: a. 8.18. b. 7.62. c. 6.00. d. 5.33.
Question:
The Treynor portfolio performance measure for Portfolio P is:
a. 8.18.
b. 7.62.
c. 6.00.
d. 5.33.
A pension fund administrator wants to evaluate the performance of four portfolio managers. Each manager invests only in U.S. common stocks. During the most recent five-year period, the average annual total return on the S&P 500 was 14 percent and the average annual rate on Treasury bills was 8 percent. The table above shows risk and return measures for each portfolio.
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Related Book For
Fundamentals Of Investments Valuation And Management
ISBN: 9781266824012
10th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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