Question: e R-,+BR. + 1. The graph and equation above represent Markowitz Model b. CAPM c. Single Factor Model d. Multi Factor Model Answer the next
e R-,+BR. + 1. The graph and equation above represent Markowitz Model b. CAPM c. Single Factor Model d. Multi Factor Model Answer the next 2 Questions based on the following information: Roletio = 16% St. Dev. portfolio=22% Beta portfolio - 1.32 T-Bills Rate 4% RMarket - 12% St.Dev.Market -31% 2. What is the Sharpe measure for the portfolio? a. 0.10 b. 0.25 c. 0.55 d. 0.75 3. What is the Jensen alpha measure for the portfolio? a 0 b. 1.4% c. 12% d. -4%
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