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During the year just ended, Anna Schultz's portfolio, which has a beta of 0.97, earned a return of 8.8%. The risk-free rate is currently
During the year just ended, Anna Schultz's portfolio, which has a beta of 0.97, earned a return of 8.8%. The risk-free rate is currently 3.8%, and the return on the market portfolio during the year just ended was 9.2%. 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 1.31%. 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 c 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.) Help me solve this View an example Get more help Clear all Check answer
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