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The following are the US dollar returns for three nations equity markets. Calculate the Sharpe and Treynor measures of them. Mean returns Std. dev. Risk-free

The following are the US dollar returns for three nations’ equity markets. Calculate the Sharpe and Treynor measures of them.

Mean returns Std. dev. Risk-free rate beta

Estonia 1.12% 16.00% 0.42% 1.65

Latvia 0.75 22.80 0.42 1.53

Lithuania 1.60 13.50 0.42 1.20

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