Question
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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Advanced Accounting
Authors: Joe Hoyle, Thomas Schaefer, Timothy Doupnik
10th edition
0-07-794127-6, 978-0-07-79412, 978-0077431808
