Question: Your portiolio has a beta equal to 1.4. It returned 10.6% last year. The market retumed 8.9%; the risk-free rate is 4.6%. Calculate Treynor's measure

Your portiolio has a beta equal to 1.4. It returned 10.6%

Your portiolio has a beta equal to 1.4. It returned 10.6% last year. The market retumed 8.9%; the risk-free rate is 4.6%. Calculate Treynor's measure for your portfolio and the market. Did you earn a better return than the market given the risk you took? The Treynor's measure for your portfolio is? (Round to two decimal places.) The Treynor's measure forthe market is? (Round to two decimal places.) Your portfolio's performance is Your portlo's pertomance s to the markerts perfomance. (Select from the drop-down menu

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Your portfolio has a beta equal to 0.9. It returned 10.6% last year. The market returned 8.4%; the risk-free rate is 5.1%. Calculate Treynor's measure for your portfolio and the market. Did you earn...

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...

Your portfolio has a beta equal to 1.4. It returned 13.7% last year. The market returned 11.2%; the risk-free rate is 2.3%. Calculate Treynor's measure for your portfolio and the market. Did you earn...

1. Congratulations! Your portfolio returned 9.4% last year, 1.9% better than the market return of 7.5%. Your portfolio had a standard deviation of earnings equal to 19%, and the risk free rate is...

John Reardon purchased 100 shares of Tomco Corporation in December 2013 at a total cost of $1,762. He held the shares for 15 months and then sold them, netting $2,500. During the period he held the...

Your portfolio has a beta equal to 1.3. It returned 12.0% last year. The market returned 10.0%; the risk-free rate is 2.0% Calculate Treynor's measure for your portfolio and the market. Did you earn...

Your portfolio has a beta equal to 1.6. It returned 10.2% last year. The market returned 7.7%; the risk-free rate is 2.3%. Calculate Treynor's measure for your portfolio and the market. Did you earn...

Your portfolio has a beta equal to 1.8 . It returned 10.1% last year. The market returned 8.6%, the risk-free rate is 4.5%. Calculate Treynor's mensure for your portfolio and the market. Did you earn...

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...

Mike sold the following shares of stock in 2014: What are the tax consequences of these transactions, assuming his marginal tax rate is (a) 33% and (b) 39.6%? Ignore the medicare tax on net...

A dryer weighing 1000 kg is to be installed at the production floor (see layout in Fig. 1). Prior to machine installation, a site measurement by engineers to the nearby machine was performed. The...

unt Search femsICh ratefinanceinstitute.com / cxams , 0 1 9 1 d 8 c 4 - 3 b 0 b - 7 b 0 0 - 9 0 1 2 - c 8 e 1 ac 8 6 5 dS / fquestion Enterprise Value Equation The enterprise value equation that is...

Add "Viggo Mortenslet cast = new Map ( ) ;en " to the cast as the key, with value "Aragorn".