Question
Use the below information to answer 1.1.1 to 1.1.4 Portfolio return 18% Standard deviation 22% Beta 0.8 Market Average return return 14% Standard deviation 24%
Use the below information to answer 1.1.1 to 1.1.4 Portfolio return 18% Standard deviation 22% Beta 0.8
Market Average return
return 14% Standard deviation 24% Beta 1.0
The risk-free rate is 6%. 1.1.1 Sharpe ratio 1.1.2 Treynor 1.1.3 CAPM 1.1.4 Alpha
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Illustrating Finance Policy With Mathematica
Authors: Nicholas L. Georgakopoulos
1st Edition
3319953710, 978-3319953717
