(i) Given that the risk free rate and market return are 3% and 10% respectively, calculate access...

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(i) Given that the risk free rate and market return are 3% and 10% respectively, calculate access return, Sharpe ratio and Treynor ratio of each portfolio.

(ii) From the evaluation on the performance these portfolios above, which portfolio performed better? Why do you think so?

PORTFOLIO	Number of securities	portfolio retur,r	portfolio risk, a	portfolio bet, b
X	25%	20%	10%	1
Y	20%	30%	20%	1.5

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Income Tax Fundamentals 2013

ISBN: 9781285586618

31st Edition

Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill

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Posted Date: Jan 31, 2023 07:46 AM

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(i) Given that the risk free rate and market return are 3% and 10% respectively, calculate access...

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i To calculate the excess return Sharpe ratio and Treynor ratio for each portfolio we first need to ... View the full answer

Income Tax Fundamentals 2013

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