Question
You manage a portfolio of equities that earned 15.5% for the year. The market return is 12.8% and risk free rate was 2.8%. The portfolio
You manage a portfolio of equities that earned 15.5% for the year. The market return is 12.8% and risk free rate was 2.8%. The portfolio standard deviation is 21.2% and the beta is 1.15?
What is Jensen's alpha?
What is the Treynor Ratio?
What is the Sharpe Ratio?
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Principles Of Financial Modelling Model Design And Best Practices Using Excel And VBA
Authors: Michael Rees
1st Edition
111890401X, 978-1118904015
