Question
The following details relates to three portfolios held by Uzima Fund managers. Portfolio Expected Return Beta Factor Variance W 16.5% 1.3 16 X 13.5% 0.8
The following details relates to three portfolios held by Uzima Fund managers. Portfolio Expected Return
Beta Factor Variance W 16.5% 1.3 16 X 13.5% 0.8 4 Y 14.5% 1.1 9 The risk free rate is 5% Evaluate the performance of the portfolios using appropriate measures. (4mks)
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Finance
Authors: Ehsan Nikbakht, A A Groppelli
6th Edition
0764147595, 9780764147593
