Question: Your portfolio has a beta equal to 1.4. It returned 13.7% last year. The market returned 12.0%, the risk-free rate is 4.1%. Calculate Treynor's measure
Your portfolio has a beta equal to 1.4. It returned 13.7% last year. The market returned 12.0%, the risk-free rate is 4.1%. Calculate Treynor'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 (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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