Question
Given the following information: Period:1, Market return:0.12,RF:0.07, portfolio1: 0.14, portfolio 2: 0.16, Period:2, Market return: 0.10, RF: 0.07, portfolio 1: 0.18, portfolio 2: 0.20 Period:3,
Given the following information:
Period:1, Market return:0.12,RF:0.07, portfolio1: 0.14, portfolio 2: 0.16,
Period:2, Market return: 0.10, RF: 0.07, portfolio 1: 0.18, portfolio 2: 0.20
Period:3, Market return: 0.02, RF: 0.08, portfolio 1: 0.06, portfolio 2: 0.04
Period:4, Market return: 0.20, RF: 0.08, portfolio1: 0.30, portfolio 2: 0.26
Period:5, Market return: 0.16, RF: 0.07, Portfolio 1: 0.21, portfolio 2: 0.21
Period:6, Market return: -0.03, RF: 0.08, portfolio 1: -0.04, portfolio 2: -0.06
Required
a. Rank the Portfolio on RVAR
b. Rank the Portfolio on RVOL
c.Rank the Portfolio on alpha
d. Which portfolio had the unsystematic risk ?
e. Which portfolio had the larger beta
f.which portfolio had the larger standard deviation
g.which portfolio had the larger average return ?
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Valuation Measuring and managing the values of companies
Authors: Mckinsey, Tim Koller, Marc Goedhart, David Wessel
5th edition
978-0470424650, 9780470889930, 470424656, 470889934, 978-047042470
