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. The standard deviation of returns for a certain investment portfolio equals 12%, while its beta equals 1,5. Assuming that the Sharpe ratio for the
. The standard deviation of returns for a certain investment portfolio equals 12%, while its beta equals 1,5. Assuming that the Sharpe ratio for the portfolio equals 0,5823 calculate the value of the Treynor ratio. Explain the difference between Sharpe and Treynor ratios. What type of portfolios may score high values of Traynor ratios but at the same time low values of Sharpe ratios (explain why)
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