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Based on the data in the tables above, what is the Potential Sharpe Ratio for AMZN if it is added to a current investors holding
Based on the data in the tables above, what is the Potential Sharpe Ratio for AMZN if it is added to a current investors holding of an SPY index fund? Sharpe Ratio for S&P 500 is 0.41165, SPY is proxy for S&P 500.
0.2592
0.3659
0.6218
0.7549
Based on the data in the tables above, what is the Treynor Index for AMZN?
0.0236
0.0702
0.0433
0.0128
\begin{tabular}{|l|c|c|} \hline & R(S\&P 500) & AMZN \\ \hline Average & 2.59% & 4.36% \\ \hline Variance & 0.00085 & 0.00660 \\ \hline St. Dev. & 5.32% & 8.13% \\ \hline & & \\ \hline Intercept & & 0.0302 \\ \hline Beta & 1 & 1.6811 \\ \hline Var ( ei) & & 0.0042 \\ \hline St. Dev. (ei) & & 6.48% \\ \hline \end{tabular} Rf0.40%Step by Step Solution
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