You’re the portfolio manager of a large company. You have an average performance of 13.5% return and risk of 22.5% a year. Your portfolio has beta value of 0.88. The risk free rate is 5% and market return is 12.5%. What is your Alpha, Treynor Ratio and Sharpe Ratio?

Answer rating: 100% (QA)

To calculate Alpha Treynor Ratio and Sharpe Ratio you can use th... View the full answer