Question: Using the information in the table calculate information ratio. Assume that the idiosyncratic risk for stock A is 8.25 percent. Stock A Market Treasury

Using the information in the table calculate information ratio. Assume that the idiosyncratic risk for stock A is 8.25 percent. Stock A Market Treasury Bills Average return 14.5% 11.8% 4.8% 2. Calculate Sharpe ratio for stock A and the market 3. Treynor ratios for both the market and A 4. Calculate Jensen's measure of alpha for stock A 5. Calculate M-Squared 6. Calculate T-Squared for stock A Beta 1.15 1 0 Standard deviation 30% 20% 0

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To calculate the various performance ratios for stock A well use the following information Average return for stock A 145 Beta for stock A 115 Standar... View full answer

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