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During the year just ended, Anna Schultz's portfolio, which has a beta of 0 . 9 4 , earned a return of 8 . 1
During the year just ended, Anna Schultz's portfolio, which has a beta of earned a return of The riskfree rate is currently and the return on the market portfolio during the year just ended was
a Calculate Treynor's measure for Anna's portfolio for the year just ended.
b Compare the performance of Anna's portfolio found in part a to that of Stacey Quant's portfolio, which has a Treynor's measure of Which portfolio performed better? Explain.
c Calculate Treynor's measure for the market portfolio for the year just ended.
d Use your findings in parts a and to discuss the performance of Anna's portfolio relative to the market during the year just ended.
a The Treynor's measure for Anna's portfolio is Round to two decimal places.
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