Question: Your portfolio has a beta equal to 1.2. It returned 9.5% last year. The market returned 7.4%; the risk-free rate is 21% Calculate Trwynor's measure
Your portfolio has a beta equal to 1.2. It returned 9.5% last year. The market returned 7.4%; the risk-free rate is 21% Calculate Trwynor's measure for your portfolio and the market. Did you earn a better return than the market given the risk you took? The Treynor's measure for your portfolio is I (Round to two decimal places.) The Treynor's measure for the market is (Round to two decimal places.) Your portfolio's performance is to the market's performance. (Select from the drop-down menu.)
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