Fund A has an average return of 13 6 , a standard deviation of 40 , and a beta of 1 1 The S P 500 index (which is used as a proxy for the market portfolio) has an average return of 12 and a standard deviation of 15 The risk free rate during the sample period is 9 What is the Treynor measure for Fu...

The Treynor measure is a riskadjusted performance measure that evaluat ...

Fund A has an average return of 13.6%, a standard deviation of 40%, and a beta...

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Equity Asset Valuation

ISBN: 978-0470571439

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Authors: Jerald E. Pinto, Elaine Henry, Thomas R. Robinson, John D. Stowe, Abby Cohen

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