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6. Assume you invested in your optimal portfolio at the start of class and held it for almost three months (August 8, 2019-November 8, 2019).
6. Assume you invested in your optimal portfolio at the start of class and held it for almost three months (August 8, 2019-November 8, 2019). Calculate all the performance measures from class for your optimal portfolio: (i) Sharpe measure, (ii) M-squared, (iii) Treynor measure, (iv) alpha and (v) appraisal ratio
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Calculus And Its Applications
Authors: Larry Goldstein, David Lay, David Schneider, Nakhle Asmar
14th Edition
9780134437774
