Question: B. Using the provided ex-post portfolio return statistics, evaluate the portfolios performance and compare it to its appropriate benchmark. In your evaluation, be sure to
B. Using the provided ex-post portfolio return statistics, evaluate the portfolios performance and compare it to its appropriate benchmark. In your evaluation, be sure to address the following: 1. Calculate portfolio return. 2. Calculate the Sharpe ratio for the portfolio and benchmark. 3. Calculate the Treynors measure for the portfolio only. 4. Calculate Jensens measure for the period for the portfolio only.
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