Question
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?
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Finance For Real Estate Development
Authors: Charles Long
1st Edition
0874204305, 978-0874204308
