Question: Your portfolio has a beta equal to 1.9. It returned 10.5% last year. The market returned 8.9%; the risk-free rate is 2.5%. Calculate Treynor's measure
Your portfolio has a beta equal to 1.9. It returned 10.5% last year. The market returned 8.9%; the risk-free rate is 2.5%. 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.)
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