The following are the US dollar returns for three nations equity markets. Calculate the Sharpe and Treynor
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Question:
The following are the US dollar returns for three nations’ equity markets. Calculate the Sharpe and Treynor measures of them.
Mean returns Std. dev. Risk-free rate beta
Estonia 1.12% 16.00% 0.42% 1.65
Latvia 0.75 22.80 0.42 1.53
Lithuania 1.60 13.50 0.42 1.20
Related Book For
Investment Analysis and Portfolio Management
ISBN: 978-0538482387
10th Edition
Authors: Frank K. Reilly, Keith C. Brown
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