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 % 29
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:
| Portfolio | Rp | p | p | ||
| X | 12 | % | 29 | % | 1.25 |
| Y | 11 | 24 | 1.10 | ||
| Z | 8 | 14 | .75 | ||
| Market | 10 | 19 | 1.00 | ||
| Risk-free | 4 | 0 | 0 | ||
What are the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio? (x,y,z,market)
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Financial Markets And Institutions
Authors: Frederic S. Mishkin, Stanley G. Eakin
7th Global Edition
0273754440, 9780273754442
