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values you used for each formula(s). Market risk premium: 1.63 Information on Portfolio V Portfolio V risk premium: 0.358 Portfolio V total risk: 0.133 Security
values you used for each formula(s). Market risk premium: 1.63 Information on Portfolio V Portfolio V risk premium: 0.358 Portfolio V total risk: 0.133 Security Characteristic Line Regression Statistics for Portfolio V Alpha: 1.63 Beta: 1.20 Information Ratio: 5.11 R-squared: 0.91 Information on Portfolio T Portfolio T risk premium: 0.276 Portfolio T total risk: 0.126 Security Characteristic Line Regression Statistics for Portfolio T Alpha: 5.28 Beta: 0.80 Information Ratio: 5.52 R-squared: 0.64 Step by Step Solution
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The Professional Risk Managers Guide To Financial Market Bond Markets
Authors: Professional Risk Managers' International Association (PRMIA)
1st Edition
0071738932
