Question
Youre the portfolio manager of a large company. You have an average performance of 13.5% return and risk of 22.5% a year. Your portfolio has
You’re the portfolio manager of a large company. You have an average performance of 13.5% return and risk of 22.5% a year. Your portfolio has beta value of 0.88. The risk free rate is 5% and market return is 12.5%. What is your Alpha, Treynor Ratio and Sharpe Ratio?
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Financial Accounting
Authors: LibbyShort
7th Edition
78111021, 978-0078111020
