Question
Ella's portfolio has a beta of 1.7 and a standard deviation of 7%. The portfolio has a total return of 0.12. The risk-free rate is
Ella's portfolio has a beta of 1.7 and a standard deviation of 7%. The portfolio has a total return of 0.12. The risk-free rate is 0.03. What is the value of Traynor's measure for Ella's portfolio?
Round your answer to 3 decimal places.
Round your answer to 3 decimal places.
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
9th Edition
0324656122, 978-0324656121
