During the year just ended, Anna Schultzs portfolio, which has a beta of 0 90, earned a return of 8 6 The risk free rate is currently 7 3 , and the return on the market portfolio during the year just ended was 9 2 a Calculate Treynors measure for Annas portfolio for the year just ended b Compare the performance of Annas portfolio found in part a to that of Stacey Quants portfolio, which has a Treynors measure of 1 25 Which portfolio performed better Explain c Calculate Treynors measure for the market portfolio for the year just ended d Use your findings in parts a and c to discuss the performance of Annas portfolio relative to the market during the year just ended

Question: During the year just ended, Anna Schultzs portfolio, which has a beta of 0.90, earned a return of 8.6%. The risk-free rate is currently 7.3%,

During the year just ended, Anna Schultz’s which has a beta of 0.90, earned a return of 8.6%. The risk-free rate is currently 7.3%, and the return on the market during the year just ended was 9.2%.
a. Calculate Treynor’s measure for Anna’s for the year just ended.
b. Compare the performance of Anna’s found in part a to that of Stacey Quant’s which has a Treynor’s measure of 1.25%. Which performed better? Explain.
c. Calculate Treynor’s measure for the market for the year just ended.
d. Use your findings in parts a and c to discuss the performance of Anna’s relative to the market during the year just ended.

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