Given the MONTHLY price information provided about 3 stocks and the market (SPY), what is the...
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Given the MONTHLY price information provided about 3 stocks and the market (SPY), what is the annualized Reward to Systematic risk ratio for your favorite stock (Treynor's Ratio)? Risk-Free Rate = 2.0% APR Today one moth ago Time 0 1 23456NOFC 7 8 9 10 11 12 ABC 98 103 112 102 96 95 103 89 86 78 84 81 74 Risk Free = Price DEF 121 157 203 213 187 178 203 187 174 152 198 175 154 0.02 PDQ Mkt (SPY) 58 62 67 73 58 52 49 41 36 32 44 42 38 375 390 439 405 373 387 425 370 340 320 350 325 288 Given the MONTHLY price information provided about 3 stocks and the market (SPY), what is the annualized Reward to Systematic risk ratio for your favorite stock (Treynor's Ratio)? Risk-Free Rate = 2.0% APR Today one moth ago Time 0 1 23456NOFC 7 8 9 10 11 12 ABC 98 103 112 102 96 95 103 89 86 78 84 81 74 Risk Free = Price DEF 121 157 203 213 187 178 203 187 174 152 198 175 154 0.02 PDQ Mkt (SPY) 58 62 67 73 58 52 49 41 36 32 44 42 38 375 390 439 405 373 387 425 370 340 320 350 325 288
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Related Book For
Statistics For Business Decision Making And Analysis
ISBN: 9780321890269
2nd Edition
Authors: Robert Stine, Dean Foster
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