For a stock with a 12 percent anticipated return, a 16 percent standard deviation, and a...
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For a stock with a 12 percent anticipated return, a 16 percent standard deviation, and a market beta of 1.2, calculate the Sharpe ratio, Treynor ratio, M-squared, and Jensen's alpha. The risk-free rate is 4%, the projected market return is 9%, and the standard deviation of the market return is 12 percent. Is it logical to invest with these conditions? For a stock with a 12 percent anticipated return, a 16 percent standard deviation, and a market beta of 1.2, calculate the Sharpe ratio, Treynor ratio, M-squared, and Jensen's alpha. The risk-free rate is 4%, the projected market return is 9%, and the standard deviation of the market return is 12 percent. Is it logical to invest with these conditions?
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Expected Return 12 Std Deviation 16 Market Beta 12 Risk free rate 4 Projected market return 9 St... View the full answer
Related Book For
Fundamentals of Taxation 2015
ISBN: 9781259293092
8th edition
Authors: Ana Cruz, Michael Deschamps, Frederick Niswander, Debra Prendergast, Dan Schisler, Jinhee Trone
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