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Assume that a company has the following information. Fill in the blanks. Value R f 1% R M 8% standard deviation of portfolio 5% portfolio
Assume that a company has the following information. Fill in the blanks.
| Value | |
| Rf | 1% |
| RM | 8% |
| standard deviation of portfolio | 5% |
| portfolio beta | 0.5 |
| expected return | % |
| actual return | 7% |
| Sharpe ratio | |
| Treynor ratio | |
| Jensen's alpha | % |
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Behavioral Finance And Capital Markets
Authors: A. Szyszka
5th Edition
1137338741, 9781137338747
