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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Op 34% Rp 13.5% 12.5 9.3 11.5 5.0
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Op 34% Rp 13.5% 12.5 9.3 11.5 5.0 8p 1.25 1.10 0.70 1.00 24 Market Risk-free What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha
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