Question: 3. (Portfolio evaluation) Please evaluate portfolio a and b with sharp ratio, alpha, Treynor ratio as well as appraisal ratio using the following information. (10%)

3. (Portfolio evaluation) Please evaluate portfolio a and b with sharp

3. (Portfolio evaluation) Please evaluate portfolio a and b with sharp ratio, alpha, Treynor ratio as well as appraisal ratio using the following information. (10\%) 1) Fill blanks of the following table. (4\%) 2) Analyze that which asset is better to be included into a large investment fund? (3\%) 3) Which manager's performance is less likely due to good luck and why? (3\%) rit=rf+i(rmtrf)+eitSharp=PErPrfTreynor=PErPrfAppraisal=eP

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

3. (Portfolio evaluation) Please evaluate portfolio a and b with sharp ratio, alpha, Treynor ratio as well as appraisal ratio using the following information. (10%) 1) Fill blanks of the following...

Question B2 ( 15 marks) Consider the two (excess return) index model regression results for Stock A and B. The risk-free rate over the period was 4%, and the market's average return was 15%....

Consider the two (excess return) index model regression results for Stock A and B. The risk-free rate over the period was 4 %, and the markets average return was 1 5 %. Performance is measured using...

Let's suppose that your friend Marty has just inherited $1,000,000 in cash. He knows that you have completed a class in Portfolio Analysis and wants you to help him invest the money. Marty is 30...

Hi I just need you to help me to do a introduction about the paper you can read the whole paper simply and make a professional intro which has to be matched with the requirement. Introduction You are...

Need help with the 70 multiple choice questions for final exam - if you can, please provide explanation for harder questions. A s ae o . s h r d n. . Surname: ______________________ Q1 Given names:...

my question is why question 34's solution shows that a contract multiplier is $500? for questions 35 is why the change in yields is 0.01%. for question 36, how to get 82.8? why the change in yield is...

Detailed Explanation for Question 32 to 36 For question 32, how to get contract multiplier of 500? For question 36, why the change in the portfolio yield is 0.01%, and how to get $82.8? 21 Student:...

Q2 (Performance Evaluation) Fill in the blank rows in the table below for (a) Average excess return, defined as portfolio return in excess of risk-free rate; (b) Alpha, defined below; (c) Sharpe...

The questions are separate. Question 1 to 5 are all different questions 2.00 B 0.45 QUESTION ONE a) Suppose we have the three portfolios with factor sensitivities given in the table below. Using the...

Estimate how high a ball or small rock can be thrown if it is thrown straight up.

for it is this that is concerned with 20 Virtue must have the quality of aiming at the intermediate. I mean passions and actions, and in these there is excess, defect, and the intermediate...

You are a market maker in company X . The news is that company X will be purchasing another smaller company Y for twice its current market value. How should you adjust your market? Keep your market...

Lecture 6 Homework: Counting Techniques 7. A class contains 10 students with 6 men and 4 women. Find the number of (a) (2.5 pt.) Select a 4-member committee from the students. ways to: (b) (2.5 pt.)...

8. Store all id language files and hypothesis parameter files in the EMTs input files directory.

5. Construct a stochastic and dynamic model of the at-risk species identified in step 1 and express this model in the id language.

2. Identify political groups in ecosystem-hosting countries that directly or indirectly affect the ecosystem. 78 MANAGING A POLITICALECOLOGICAL SYSTEM