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During the year just ended Anna Schultz's portfolio, which has a bela of 0.97 eamed a return of 8.2%. The risk-free rate is currently 3.5%,
During the year just ended Anna Schultz's portfolio, which has a bela of 0.97 eamed a return of 8.2%. The risk-free rate is currently 3.5%, and the return on the market portfolio during the year just ended was 8.9% 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 1.32% 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 dunng the year just ended a. The Treynor's measure for Anna's portfolio is%. (Round to two decimal places) b. Anna's portfolio Stacy's with a TM of % versus one of 1.32%. (Select from the drop-down menus.) c. The Treynor's measure for the market portfolio is % (Round to two decimal places) d. The market Anna's portfolio Its TM was v %, compared to 7 % for her portfolio Select from the drop-down menus)
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