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Data for Ben Carson's portfolio for a particular Sample Period Portfolio 35% 1.20 T-Bill (Risk-Free) 6% Average Market 28% | 1. 000 30% Beta 42%
Data for Ben Carson's portfolio for a particular Sample Period Portfolio 35% 1.20 T-Bill (Risk-Free) 6% Average Market 28% | 1. 000 30% Beta 42% 0 Standard deviation Table 2.1 2.1.1 Calculate Sharpe, Jensen (Alpha) and Treynor measures of Performance for Ben's portfolio and the market. (8 Marks) 2.1.2 Indicate the measures by which Ben's portfolio outperformed the market? (2 Marks) SECTION B (50 Marks)
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