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Portfolio Performance Measures Suppose that a portfolio has a beta of 1.15. Over the period of one year, the portfolio had a return of 12.4%
Portfolio Performance Measures Suppose that a portfolio has a beta of 1.15. Over the period of one year, the portfolio had a return of 12.4% with a standard deviation of 16.2%. If the T-bill return for the year was 1.2% and the return on the S&P500 was 10.2%, calculate the following performance measures for the portfolio. a. Jensens alpha b. Treynors index c. Sharpes index
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Focus On Personal Finance
Authors: Jack R. Kapoor, Les R. Dlabay Professor, Robert J. Hughes, Melissa Hart
5th Edition
0077861744, 978-0077861742
