Suppose the Jenson's alpha of a portfolio is 2.5%, while the actual return is 12%. The risk-free

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Suppose the Jenson's alpha of a portfolio is 2.5%, while the actual return is 12%. The risk-free rate is 2.5% and the expected return on the market is 12%. What is the Treynor Ratio of the portfolio?

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Fundamentals Of Statistics

ISBN: 9780321844606

4th Edition

Authors: Michael Sullivan III

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Posted Date: Apr 27, 2024 01:32 AM

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Suppose the Jenson's alpha of a portfolio is 2.5%, while the actual return is 12%. The risk-free

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The Treynor Ratio is a measure of the riskadjusted performance of a portfolio specific... View the full answer

Fundamentals Of Statistics

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