The market portfolio has an expected excess return of 6% and and a standard deviation of...
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The market portfolio has an expected excess return of 6% and and a standard deviation of 15%. Asset A sits above the SML and has an expected excess return of 10% inclusive of alpha of 2%, and an R against the market portfolio excess return of 0.50. What is Asset A's Sharpe ratio, Treynor Measure and Information ratio? Enter your answer to 3 decimal places eg if your answer is 0.4579 enter as 0.458. The market portfolio has an expected excess return of 6% and and a standard deviation of 15%. Asset A sits above the SML and has an expected excess return of 10% inclusive of alpha of 2%, and an R against the market portfolio excess return of 0.50. What is Asset A's Sharpe ratio, Treynor Measure and Information ratio? Enter your answer to 3 decimal places eg if your answer is 0.4579 enter as 0.458.
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