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. Provide an indicator of performance based on Treynor and select the better performing portfolio. Data Portfolio 1 2 Return 14% 12% Risk free 4%
. Provide an indicator of performance based on Treynor and select the better performing portfolio.
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| Data |
| Portfolio | 1 | 2 |
| Return | 14% | 12% |
| Risk free | 4% | 4% |
| Beta | 1.3 | 1.1 |
| Standard Deviation | 22% | 18% |
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Python For Finance
Authors: Yves Hilpisch
2nd Edition
1492024333, 978-1492024330
