Question
Using the provided ex-post portfolio return statistics, evaluate the portfolio's performance and compare it to its appropriate benchmark. find the Benchmarks. Symbol Beta SPY NFLX
Using the provided ex-post portfolio return statistics, evaluate the portfolio's performance and compare it to its appropriate benchmark. find the Benchmarks.
Symbol Beta SPY NFLX GE ORCL IWM Total 1 1.57 1.12 1.1 1.15 S.D. Price CAPM P. Weight Expected Return Rate Portfolio Beta 9% 9.00% 0.438938 44% 21% 21.51% 0.322548 8% 11.19% 0.093008 8% 10.81% 0.084617 20% 11.78% 0.224997 100% 1.164109 11% 393.89 45% $184.36 13.70% 16% 74.52 9.99% 16% 69.03 9.83% 18% $175.57 10.24% 53% 19.43% 897.37 Portfolio Expected Rate 3.95% 2.81% 0.83% 0.76% 2.00% 10.35%
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Introduction to Operations Research
Authors: Frederick S. Hillier, Gerald J. Lieberman
10th edition
978-0072535105, 72535105, 978-1259162985
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