Construct an optimum portfolio using Treynor's ratio for the data given in the following table: Security...
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Construct an optimum portfolio using Treynor's ratio for the data given in the following table: Security Number 1 2 3 4 5 6 Expected Return 17 12 12 8 9 15 Beta 1.1 1.6 2.0 0.8 1.0 1.5 εἰ 31 22 40 11 20 10 Nonsystematic risk Risk-free interest rate r = 4.5% and Variance of market portfolio 2 =9.7. Also, draw (14) SML. Construct an optimum portfolio using Treynor's ratio for the data given in the following table: Security Number 1 2 3 4 5 6 Expected Return 17 12 12 8 9 15 Beta 1.1 1.6 2.0 0.8 1.0 1.5 εἰ 31 22 40 11 20 10 Nonsystematic risk Risk-free interest rate r = 4.5% and Variance of market portfolio 2=9.7. Also, draw (14) SML. Construct an optimum portfolio using Treynor's ratio for the data given in the following table: Security Number 1 2 3 4 5 6 Expected Return 17 12 12 8 9 15 Beta 1.1 1.6 2.0 0.8 1.0 1.5 εἰ 31 22 40 11 20 10 Nonsystematic risk Risk-free interest rate r = 4.5% and Variance of market portfolio 2 =9.7. Also, draw (14) SML. Construct an optimum portfolio using Treynor's ratio for the data given in the following table: Security Number 1 2 3 4 5 6 Expected Return 17 12 12 8 9 15 Beta 1.1 1.6 2.0 0.8 1.0 1.5 εἰ 31 22 40 11 20 10 Nonsystematic risk Risk-free interest rate r = 4.5% and Variance of market portfolio 2=9.7. Also, draw (14) SML.
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Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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