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Use the information in the following table to answer the following 4 questions? Market Return (S&P 500) 8% Risk Free Rate 2% Portfolio 1 Portfolio
Use the information in the following table to answer the following 4 questions? Market Return (S&P 500) 8% Risk Free Rate 2% Portfolio 1 Portfolio 2 Portfolio 3 Portfolio 4 Portfolio 5 Portfolio 6 Portfolio Ave Return 12.3% 17.6% 9.4% 3.9% 14.8% 8.2% Portfolio Std Deviation 34.0% 43% 19.7% 27.4% 38.1% 29.5% Portfolio Beta 1.4 1.7 0.7 0.9 1.5 1.1 What is the Sharpe ratio for Portfolio 1? a. 15.6% b. 30.3% O c.3.9% O d.-190.6% QUESTION 23 Using the information in the Table in the previous question, what is the Jensen's alpha for Porfolio 3? O a. 3.2% Ob. 1.9% O c.-3.5% Od. 3,8% QUESTION 24 Using the information from the Table in question #22, what is the Treynor Ratio for Portfolio 6? O a. 10.6% Ob.9.2% O c.5.6% d. 7.4% QUESTION 25 Based on the information in the Table in question #22, which portfolio underperforms the market according to the Jensen's alpha? O a. Portfolio 1 Ob. Portfolio 2 O c. Portfolio 4 d. All of the portfolios perform better than the market
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