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Explain all the steps for how the calculations work According to the Treyngr meassur. Which of the following portfolios are outperforming the market portfolio? The

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Explain all the steps for how the calculations work

According to the Treyngr meassur. Which of the following portfolios are outperforming the market portfolio? The risk free rate of interest is 5% Portfolio A. Standard deviation: 20%, Expected return: 14%. The covariance between the portfolio and the market portfolio is 0,045 Portfolio B: Expected return: 25% (according to CAPM) Portfolio C: Alpha: -1%: Beta: 2 Portfolio D: Expected return: 11%: Beta 0,8 The market portfolio. Standard deviation: 15%. Expected return: 10%

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