You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:...
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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Rp 14.0% 6p 20% 1.80 Y 13.0 15 1.30 Z 9.2 5 0.85 Market Risk-free 11.1 6.6 10 0 1.00 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Leave your ratio answers as a decimal rounded to 5 places (e.g., 0.23546). Enter your alpha answers as a percent rounded to 2 decimal places (e.g., 0.22%).) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha X % Y % Z % Market % You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Rp 14.0% 6p 20% 1.80 Y 13.0 15 1.30 Z 9.2 5 0.85 Market Risk-free 11.1 6.6 10 0 1.00 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Leave your ratio answers as a decimal rounded to 5 places (e.g., 0.23546). Enter your alpha answers as a percent rounded to 2 decimal places (e.g., 0.22%).) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha X % Y % Z % Market %
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