The information on the market portfolio and portfolio A are given below: Market Portfolio Portfolio A...
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The information on the market portfolio and portfolio A are given below: Market Portfolio Portfolio A 15% 1.2 25% 12% 1 18% Return Beta Standard deviation of return The risk free rate is 3.0%. a) What is the Treynor Measure for portfolio A? b) What is the Sharpe Ratio for portfolio A? c) What is the M2 Measure for portfolio A? d) What is the selectivity value of portfolio A? e) What is the Net Selectivity value of portfolio A? f) What is the Diversification value of portfolio A? The information on the market portfolio and portfolio A are given below: Market Portfolio Portfolio A 15% 1.2 25% 12% 1 18% Return Beta Standard deviation of return The risk free rate is 3.0%. a) What is the Treynor Measure for portfolio A? b) What is the Sharpe Ratio for portfolio A? c) What is the M2 Measure for portfolio A? d) What is the selectivity value of portfolio A? e) What is the Net Selectivity value of portfolio A? f) What is the Diversification value of portfolio A?
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To calculate the different performance measures for Portfolio A we need to use the given information and formulas for each measure a Treynor Measure T... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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