Question: the last one wasnt clear enough to see. owing data for Apple S&P 500 adjusted b. Calculate the 9. Sharpe. Jensen's alpha, Treynor) Consider the

 the last one wasnt clear enough to see. owing data for
the last one wasnt clear enough to see.

owing data for Apple S&P 500 adjusted b. Calculate the 9. Sharpe. Jensen's alpha, Treynor) Consider the following data stock prices, the annual risk-free rate of return and the S&P prices. Apple minu minus, TD EF G APPLE VS. S&P 500 PERFORMANCE Apple Risk-free S&P 500 Apple S&P 500 stock Date rate S&P 500 return return minus 3 31-Dec-2005 10.1750 4.38% 1.248.29 4 31-Dec-2006 11.5522 5.00% 1,418.30 5 31-Dec-2007 18.2399 3.34% 1,468.36 6 31-Dec-2008 12.1451 0.37% 903.25 7 31-Dec-2009 25.8803 0.47% 1,115.10 B 31-Dec-2010 45.7237 0.29% 1,257.64 9 31-Dec-2011 61.5111 0.12% 1,257.60 10 31-Dec-2012 61.9228 0.16% 1,426.19 11 31-Dec-2013 69.7650 0.13% 1,848.36 12 31-Dec-2014 116.6994 0.10% 2,058.90 a. Calculate the annual return of the S&P 500 and of Apple, and the return over the risk-free rate of return. b. Calculate the average, standard deviation, alpha, and beta of the S&P 500 and Apple with respect to the S&P 500. c. Calculate the Sharpe ratio, Jensen's alpha, and Treynor ratio for the S&P 500 and Apple stock

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!