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Mr. Ashwatha Narayanan is a Fund Manager at Invesco, Singapore. He is considering the following portfolios for investment. The risk free rate is given as
- Mr. Ashwatha Narayanan is a Fund Manager at Invesco, Singapore. He is considering the following portfolios for investment. The risk free rate is given as 8%.
| Portfolio | Return | Sigma | Beta |
| A | 16% | 0.06 | 1.1 |
| B | 19% | 0.09 | 1.6 |
| C | 11% | 0.04 | 0.7 |
| D | 17% | 0.07 | 1.2 |
| Market | 14% | 0.05 | 1 |
Compute the Sharpe measure and Treynor measure for each of the above portfolios as well as the market portfolio.
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