Question: * Market value: $101,490 * Gain/Loss: $1,490 * Portfolio Value: 103,568.00 * Portfolio Return: 1.49% * Risk free rate = 3.58% (10-year treasury rate) *
* Market value: $101,490 * Gain/Loss: $1,490 * Portfolio Value: 103,568.00 * Portfolio Return: 1.49% * Risk free rate = 3.58% (10-year treasury rate) * Beta of portfolio = 1.1489 * The Treynor ratio for portfolio is= -.01626 * Standard Deviation of portfolio = .7064 * The Sharpe ratio portfolio came is= -.0357 Find the expected return and the alpha of this portfolio
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