Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Q 4 : From the folwing Data, Calculate Sharpe Ratio, Treynor Ratio and Jensen Ratio, MSquare TSquare and Appraisal Ratio. Rank the portfolios according

"Q4: From the folwing Data, Calculate Sharpe Ratio, Treynor Ratio and Jensen Ratio, MSquare TSquare and Appraisal Ratio. Rank the portfolios according to above ratios. On the basis of ranking decide, Which portfolio is the outperforming portfolio and mention the reasons for its outstanding performance.
"
Non-
Average Standard Beta systematic
Fund Return Deviation Coefficient Risk
A 28.00%27.00%1.70005.00%
B 31.00%26.00%1.62006.00%
C 22.00%21.00%0.85002.00%
D 40.00%33.00%2.500027.00%
E 15.00%13.00%0.90003.00%
F 29.00%24.00%1.400016.00%
G 15.00%11.00%0.55001.50%
BSE 500 Returns 20.00%17.00%1.00000.00%
T-Bill Return 6.00%0.0000

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

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

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

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

Innovation Commercialization And Start Ups In Life Sciences

Authors: James F. Jordan

1st Edition

1482210126, 978-1482210125

More Books

Students also viewed these Finance questions