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Based on the following information Find the following for the Port: a. alpha (Jensen's alpha) is closest to : b. Treynor Ratio c. Sharp Ratio
Based on the following information Find the following for the Port:
a. alpha (Jensen's alpha) is closest to:
b. Treynor Ratio
c. Sharp Ratio
Asset | Return (Percentage) | Standard Deviation (Percentage) | Beta |
---|---|---|---|
Port | 13.0 | 20 | 0.8 |
Market | 15.0 | 25 | 1.0 |
Risk free rate | 03.0 |
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