Investment

4.1.3 What can be concluded between price and yield from the calculations in questions (4.1.1) and (4.1.2) 4.2 Ben Graham's portfolio has the following data for a particular sample period. Data for Ben's portfolio for a particular sample period Portfolio Market T-Bill (Risk-free) Average return 35% 28% 6% Beta 1.20 1.00 Standard deviation 42% 30% 0 Calculate Sharpe, Jensen (alpha) and Treynor measures of performance for Ben's portfolio and the market and indicate the measures by which Ben's portfolio outperformed the market. (10) QUESTION FIVE [20] 0 W