Calculate the Sharpe, Treynor and Jensens measure for the Neabsco Portfolio: The risk free rate = 3.5%

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Calculate the Sharpe, Treynor and Jensens measure for the Neabsco Portfolio:

The risk free rate = 3.5%

Neabsco total portfolio return = 9.4%

Neabsco portfolio standard deviation = 12%

Neabsco portfolio beta = 1.2

The market return = 8%

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ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Posted Date: Mar 24, 2024 06:34 AM

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Calculate the Sharpe, Treynor and Jensens measure for the Neabsco Portfolio: The risk free rate = 3.5%

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Investments

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