P13.12 Your portfolio has a beta equal to 1.3. It returned 12% last year. The market returned

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P13.12 Your portfolio has a beta equal to 1.3. It returned 12% last year. The market returned 10%; the risk-free rate is 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?

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Fundamentals Of Investing

ISBN: 9781442532885

3rd Edition

Authors: Lawrence J. Gitman, Michael D. Joehnk, Scott Smart, Roger Juchau, Donald Ross, Sue Wright

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Question Posted: Oct 25, 2024 04:02 AM

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P13.12 Your portfolio has a beta equal to 1.3. It returned 12% last year. The market returned

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Fundamentals Of Investing

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