Question
Refer to the figure below, what will be the Sharpe, Treynor and Jensen measures for Investment B with M as a market index? E(r)
Refer to the figure below, what will be the Sharpe, Treynor and Jensen measures for Investment B with M as a market index? E(r) .156 .126 .09- f=.06 M 4.5.6.7 Sharpe measure = Treynor measure = B Jensen measure = -o(r) (to the nearest 2 decimal places) (to the nearest 2 decimal places) (to the nearest 1 decimal place)
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Investment Analysis and Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown, Sanford J. Leeds
11th Edition
1305262999, 1305262997, 035726164X, 978-1305262997
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