Question
Sandy McGregor is a portfolio manager at Tortoise Mutual Funds. Her portfolio P (the accelerated growth fund, AGF) has an expected return of 25%; a
Sandy McGregor is a portfolio manager at Tortoise Mutual Funds. Her portfolio P (the accelerated growth fund, AGF) has an expected return of 25%; a beta of 1.25; a standard deviation of 20%. The expected market return is 15% and the risk-free rate is 5%. Please estimate AGFs Sharpe, Treynor and Jensen
a. 0.40; 10.0 and 8.0
b. 1.0; 16.0; and 7.5
c. 0.65; 10.0 and 6.0
d. 0.75; 8.0; and 10.0
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Cost Of Capital Applications And Examples
Authors: Shannon P. Pratt, Roger J. Grabowski, Richard A. Brealey
5th Edition
1118555805, 9781118555804
