Question: 22. 22 Question is Uploaded here if you know that Standard deviation for A = 0.40 and from the following informations find: (Non-anonymous question b1,b2)

22.

22. 22 Question is Uploaded here if you know that Standard deviation

22 Question is Uploaded here if you know that Standard deviation for A = 0.40 and from the following informations find: (Non-anonymous question b1,b2) (3 Points) Question (3 Marks) Using the following information find the portfolio performance using: Portfolio Expected Return Beta 0.14 1.2 If you know that Market return on market portfolio = 13o and risk free rate = 6% 1. Sharpe ratio 2. Traynor 3. Jensen Alpha

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