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Consider the following data for a particular sample period when returns were high. The T-Bill rate is 6%. (Put answer in % in decimal, e.g.
Consider the following data for a particular sample period when returns were high. The T-Bill rate is 6%. (Put answer in % in decimal, e.g. 10 for 10% not 0.10)
Portfolio P - Avg Return 35.00% , Beta 1.50 , St. Deviation 20.00%
Portfolio M - Avg Return 28.00% , Beta 1.00 , St. Deviation 30.00%
What is Treynor's Measure if Portfolio P?
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A Handbook Of Mutual Fund Investing
Authors: Barry G Dolgin
1st Edition
1456489704, 978-1456489700
