Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

A portfolio has a beta of 2.6 and a standard deviation of 11.68%. The portfolio has a total return of 13.72%. The market risk premium

A portfolio has a beta of 2.6 and a standard deviation of 11.68%. The portfolio has a total return of 13.72%. The market risk premium is 8.05%, while the return on the market portfolio was 13.92%. What is the value of Treynor's measure for the portfolio? Submit your answer as a percentage and round to two decimal places (Ex. 0.00%).

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Offshore Finance And State Power

Authors: Andrea Binder

1st Edition

0192870122, 978-0192870124

More Books

Students also viewed these Finance questions

Question

9. Define the word odds.

Answered: 1 week ago

Question

2. Are my sources up to date?

Answered: 1 week ago