Question
Given the data in the table below, calculate the Treynor measure for fund A. Enter your answer in percentages rounding to the nearest two digits
Given the data in the table below, calculate the Treynor measure for fund A. Enter your answer in percentages rounding to the nearest two digits after the decimal point.
Fund Return Std. Dv. Beta
A 20% 28% 1.4
B 15% 25% 1.3
C 20% 33% 0.8
S&P 500 12% 20% 1.0
Risk free rate 5%
Step by Step Solution
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There are 3 Steps involved in it
Step: 1
To calculate the Treynor measure for fund A we need to use the following formula Treynor Mea...
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Step: 2
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Physical Chemistry
Authors: Thomas Engel, Philip Reid
3rd edition
805338423, 080533842X, 978-0321812001
