Question
information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp p p X 12% 29% 1.25 Y 11 24 1.10 Z 8
information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp p p X 12% 29% 1.25 Y 11 24 1.10 Z 8 14 .75 Market 10 19 1.00 Risk-free 4 0 0 What are the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio?
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Fixed Income Markets And Their Derivatives
Authors: Suresh Sundaresan
3rd Edition
0123850517, 978-0123704719
