Question
Portfolio R P P P X 12 % 29 % 1.25 Y 11 24 1.10 Z 8 14 .75 Market 10 19 1.00 Risk-free 4
| Portfolio | RP | P | P | ||
| X | 12 | % | 29 | % | 1.25 |
| Y | 11 | 24 | 1.10 | ||
| Z | 8 | 14 | .75 | ||
| Market | 10 | 19 | 1.00 | ||
| Risk-free | 4 | 0 | 0 | ||
What is the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio? (Negative values should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Round your Sharpe ratio answers and Treynor ratio answers to 5 decimal places and Jensen's alpha answers to 2 decimal places. Omit the "%" sign in your response.)
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Financing California Real Estate Spanish Missions To Subprime Mortgages
Authors: Lynne P. Doti
1st Edition
184893601X, 978-1848936010
