Question: help with A-d During the year just ended, Anna Schultz e portfolio which has a bela of 0.91, earned a return of 8.1%. The risk
During the year just ended, Anna Schultz e portfolio which has a bela of 0.91, earned a return of 8.1%. The risk free rate is currently 15, and the retum on the market portfolio during the year just ended was 9.49 a. Calculate Treynor's measure for Anna's portfolio for the year just ended b. Compare the performance of Anna's portfolio found in part a to that of Stacey Quante portfolio, which has a Traynor's measure of 131%. Which portfolio performed better? Explain c. Calouste Treynor's measure for the market portfolio for the years onded d. Use your findings in parts a and c to discuss the performance of Anna's portfolio relative to the market during the year just ended. a. The Truynore measure for Anna's portfolo le Round to two decimal plooms.)
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