Question
1. The return of a portfolio is 30%, return on the market is 20%, the standard deviation of the portfolio is 35% while the risk
1. The return of a portfolio is 30%, return on the market is 20%, the standard deviation of the portfolio is 35% while the risk free rate is 8% and the portfolio beta is 3 and the standard deviation of the market is 40%. Compute the following: (i) The Sharpe measure [3] (ii) The Treynor measure [3] (iii) The Jensen measure [3] (iv) The Total Risk Differential Index [3]
1. (a) The return of a portfolio is 30%, return on the market is 20%, the standard deviation of the portfolio is 35% while the risk free rate is 8% and the portfolio beta is 3 and the standard deviation of the market is 40%. Compute the following: (i) The Sharpe measure [3] (ii) The Treynor measure [3] (iii) The Jensen measure [3] (iv) The Total Risk Differential Index [3]
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The Complete Guide To Investing In Commodity Trading And Futures How To Earn High Rates Of Returns Safely
Authors: Mary P Holihan
1st Edition
1601380038, 978-1601380036
