Question: Your portfolio has a beta equal to 1.9. It returned 11.1% last year. The market returned 9.5%; the risk-free rate is 2.6%. Calculate Treynor's measure

Your portfolio has a beta equal to 1.9. It returned 11.1% last year. The market returned 9.5%; the risk-free rate is 2.6%. Calculate Treynor's measure for your portfolio and the market. Did you earn a better return than the market given the risk you took?

Part 1

The Treynor's measure for your portfolio is__________

(Round to two decimal places.)

Part 2

The Treynor's measure for the market is_______

(Round to two decimal places.)

Part 3

Your portfolio's performance is__________ to the market's performance.

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