Question: If the optimal combination indicated that the optimal risk is 0.095, and risk free is 8%, w appropriate expected return? Explain your answer. 15. Estimate

If the optimal combination indicated that the optimal risk is 0.095, and risk free is 8%, w appropriate expected return? Explain your answer. 15. Estimate the Sharpe, Treynor and Alpha Jensen's performance analyses fort the three portfolios b Use the data below to complete the table. Beta Sharpe Treynor Jensen's Portfolio SD 0.15 Return 0.07 0.085 0.11 0.8 1.05 Y 0.12 z 0.095 1.4 Market 0.075 1 0.075 0.025 Risk Free 0 0 a. If you were to choose one portfolio, which one would it be? Why

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

At t = 0 a sealed test tube containing a chemical is immersed in a liquid bath. The initial temperature of the chemical in the test tube is 80 F. The liquid bath has a controlled temperature...

2. You have a Margin Account. Assume you buy 150 Pfizer (PFE) shares at S70 per share. You put up $6,000 and borrow the rest. a. What is the Margin? b. How would this be represented in the balance...

All work submitted must be in your own words and you must show all calculations and/or provide explanations. Any calculations should be done in Excel and pasted into the Word document using the...

Teuro5 For the year ending December 31, 2021, the Company's income statement is as follows: Revenues $1,093,000 Expenses: Cost Of Goods Sold ($206,000) Administrative Costs ( 152,000) Amortization...

Corporate finance paractice exam help 2. You are given the expected returns of L'Oreal and Daimler AG, the market return, and the risk free asset. Asset L'Oreal Expected Return 16% Daimler 12% Market...

Need help with the 70 multiple choice questions for final exam - if you can, please provide explanation for harder questions. A s ae o . s h r d n. . Surname: ______________________ Q1 Given names:...

Hi again, I was hoping you can help with this investment management assignment. I am attaching the word document. It is 4 problems about asset management. Thank you for your help! Fin 6310 1. Assume...

Need help with finance investment homework. Deadline is in 15 hours. Thank you. 1 Investments - Finance 460AB Homework #4, Due Friday February 10, 2017 at 6 PM For all assignments: Please place your...

You work for a private wealth management firm that follows an "external investment" model, whereby it decides which outside managers it should recommend to clients. One mutual fund that is a...

FINA 6321: Portfolio Analysis and Management Professor Xixuji Lin Homework 4 Note: Answers must be justified. Correct answers without explanation will not be given credit. The total points of this...

Question 1 (1 point) Under the _____ approach, excess returns on a portfolio are compared to the total risk of the portfolio. Question 1 options: A) Sharpe B) Treynor C) Jensen D) More than one of...

Calculate the amounts that will be accumulated after 20 years if: a. $1000 is invested at the end of every six months at 8.5% compounded semiannually. b. $2000 is invested at the end of every year at...

Repeat Exercise 43 with the matrices A and B from Exercise 42. Then give an explanation for what you discover, assuming that B was constructed as specified.

A firm recently paid ( yesterday ) its annual dividend of $ 0 . 8 4 per share. The dividend is expected to increase at a 7 percent rate for the foreseeable future. The required return is 2 1 percent....

CT Corp Comprehensive Question Canadian Tire Corporation, Limited (Canadian Tire) is a family of companies that includes a retail segment and a financial services division, among others. The retail...

=+Who do you suppose benefits from the higher productivity? Is society getting a free lunch?

=+14. Suppose Americans decide to save more of their incomes. If banks lend this extra savings to businesses, which use the funds to build new factories,

=+ how might this lead to faster growth in productivity?