JingHui is about to have her end-of-year performance review (for the past year) for a portfolio she
Fantastic news! We've Found the answer you've been seeking!
Question:
JingHui is about to have her end-of-year performance review (for the past year) for a portfolio she manages. This is a well-diversified portfolio, and in preparation for this meeting JingHui has prepared the following information: the risk-free rate was 2.45%, the market return was 8.5%, the actual portfolio return was 9.7%, the beta was 0.89, the portfolio PE was 23.2, the return on her largest weight holding was 18.6%, the std dev of the portfolio was 11%, and the std dev of the market was 13.6%.
What was JingHui's risk-adjusted out-performance?
Related Book For
Human Resources In Healthcare Managing For Success
ISBN: 9781567932997
3rd Edition
Authors: Bruce Fried, Myron D. Fottler
Posted Date: