EOC Problems $9-10$

Question $5$ of $15$

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Problem $9-10$ Performance Ranking

Consider the portfolios from the following table:

$\backslash$table$[[$Portfolio$,$Excess Return,Standard Deviation,Beta$],[$Blue$,10\mathrm{.}00\%,20\mathrm{.}00\%,0\mathrm{.}90],[$Green$,11\mathrm{.}00\%,22\mathrm{.}00\%,1\mathrm{.}15],[$Red$,7\mathrm{.}00\%,19\mathrm{.}00\%,0\mathrm{.}80],[$S & P $500,9\mathrm{.}50\%,18\mathrm{.}500\%,1\mathrm{.}00]]$

A$)$ What is the Treynor Index and Sharpe ratio for the Blue portfolio?

The Treynor index is and the Sharpe ratio is

$.$ Round your answer to two decimal places.

B$)$ What is the Treynor Index and Sharpe ratio for the Green portfolio?

The Treynor index is and the Sharpe ratio is

$.$ Round your answer to two decimal places.

C$)$ What is the Treynor Index and Sharpe ratio for the Red portfolio?

The Treynor index is and the Sharpe ratio is

$.$ Round your answer to two decimal places.

D$)$ What is the Treynor Index and Sharpe ratio for the S & P $500$ portfolio?

The Treynor index is and the Sharpe ratio is

$.$ Round your answer to two decimal places.