Question
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R P P P X 14.5 % 35
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | RP | P | P | ||
| X | 14.5 | % | 35 | % | 1.30 |
| Y | 13.5 | 30 | 1.25 | ||
| Z | 8.4 | 20 | 0.90 | ||
| Market | 11.6 | 25 | 1.00 | ||
| Risk-free | 6.0 | 0 | 0 | ||
What are the Sharpe ratio, Treynor ratio, and Jensens alpha for EACH portfolio?
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Gapenskis Understanding Healthcare Financial Management
Authors: George H. Pink, Paula H. Song
8th Edition
1640551093, 978-1640551091
