Question: Question 1 0 / 1 point For this question please refer to the following information concerning portfolio P and its benchmark. Let the risk-free rate

Question 1 0 / 1 point

For this question please refer to the following information concerning portfolio P and its benchmark. Let the risk-free rate be 2.53%.

Portfolio P Benchmark
Annual Return 15.35% 8.95%
Standard Deviation 14.00% 13.02%
Beta 2.75

What is the Sharpe ratio for Portfolio P?

Calculate the answer to two decimals.

Answer:

For this question please refer to the following information concerning portfolio P and its benchmark. Let the risk-free rate be 2.11%.

Question 2 0 / 1 point
Portfolio P Benchmark
Annual Return 15.09% 14.71%
Standard Deviation 14.61% 13.98%
Beta 0.89

What is the Treynor ratio for Portfolio P?

Calculate the answer to two decimals.

Answer:

For this question please refer to the following information concerning portfolio P and its benchmark. Let the risk-free rate be 3.59%.

Question 3 0 / 1 point
Portfolio P Benchmark
Annual Return 13.96% 7.88%
Standard Deviation 19.73% 20.41%
Beta 0.97

What is Jensen's alpha for Portfolio P?

Calculate the answer to two decimals.

Answer:

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