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please help During the year just ended, Anna Schultz's portfolio, which has a beta of 0.99, earned a return of 8.1%. The risk-free rate is
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During the year just ended, Anna Schultz's portfolio, which has a beta of 0.99, earned a return of 8.1%. The risk-free rate is currently 3.8%, and the return on the market portfolio during the year just ended was 9.2%. a. Calculate Treynor's measure for Anna's portfolio for the year just ended. b. Compare the performance of Anna's portfolio found in part a to that of Stacey Quant's portfolio, which has a Treynor's measure of 1.28%. Which portfolio performed better? Explain. c. Calculate Treynor's measure for the market portfolio for the year just ended. d. Use your findings in parts a and c to discuss the performance of Anna's portfolio relative to the market during the year just ended. a. The Treynor's measure for Anna's portfolio is 4.34 %. (Round to two decimal places.) b. Anna's portfolio outperformed Stacy's with a TM of 4.34 % versus one of 1.28% (Select from the drop-down menus.) c. The Treynor's measure for the market portfolio is%. (Round to two decimal places) Get more help. Clear all Fical check Step by Step Solution
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