Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Please show all of the work! Will thumbs up answer! A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a

Please show all of the work! Will thumbs up answer!

A portfolio has a total return of 14.4%, a standard deviation of 18.5% and a beta of 1.43. The risk free rate is 2.5%, the market rate of return is 11.4%, and the market's Treynor measure is 6.3. What is the value of the Treynor measure of this portfolio?

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Accounting

Authors: John Hoggett, John Medlin, Keryn Chalmers, Claire Beattie

11th Edition

9780730382737, 9780730382737

Students also viewed these Finance questions

Question

aplications of smart materials in chemical sensors

Answered: 1 week ago