Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 12.5 % 38
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | RP | P | P | ||
| X | 12.5 | % | 38 | % | 1.45 |
| Y | 11.5 | 33 | 1.15 | ||
| Z | 9.4 | 23 | 0.80 | ||
| Market | 11.9 | 28 | 1.00 | ||
| Risk-free | 6.2 | 0 | 0 | ||
What are the Sharpe ratio, Treynor ratio, and Jensens 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.)
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Web To Print A Step By Step Guide For Implementing Web To Print Technology
Authors: Abhishek Agarwal ,Nidhi Agarwal
1st Edition
1893347095, 978-1893347090
