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9. (5 pts) Calculate the indicator of performance based on Treynor, and Sharpe. Data Portfolio 1 Return 8% 10% Risk free 3% 3% Beta
9. (5 pts) Calculate the indicator of performance based on Treynor, and Sharpe. Data Portfolio 1 Return 8% 10% Risk free 3% 3% Beta 0.90 1.3 Standard Deviation 16% 21% Which portfolio is better? Why?
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An Introduction to Investment Banks, Hedge Funds, and Private Equity
Authors: David P. Stowell
1st edition
978-0123745033, 0123745039, 978-9380931074
