The following portfolios are being considered for investment. During the period under consideration, RFR = 0.08. Portfolio Return Beta σi P 0.14 1.00 0.05 Q 0.20 1.30 0.11 R 0.10 0.60 0.03 S 0.17 1.20 0.06 Market 0.12 1.00 0.04 Compute the Sharpe measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Sharpe measure P Q R S Market Compute the Treynor measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Treynor measure P Q R S Market
The following portfolios are being considered for investment. During the period under consideration, RFR = 0.08. Portfolio Return Beta σi P 0.14 1.00 0.05 Q 0.20 1.30 0.11 R 0.10 0.60 0.03 S 0.17 1.20 0.06 Market 0.12 1.00 0.04 Compute the Sharpe measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Sharpe measure P Q R S Market Compute the Treynor measure for each portfolio and the market portfolio. Round your answers to three decimal places. Portfolio Treynor measure P Q R S Market
Chapter8: Risk And Rates Of Return
Section: Chapter Questions
Problem 9PROB
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The following portfolios are being considered for investment. During the period under consideration, RFR = 0.08.
Portfolio | Return | Beta | σi |
P | 0.14 | 1.00 | 0.05 |
Q | 0.20 | 1.30 | 0.11 |
R | 0.10 | 0.60 | 0.03 |
S | 0.17 | 1.20 | 0.06 |
Market | 0.12 | 1.00 | 0.04 |
- Compute the Sharpe measure for each portfolio and the market portfolio. Round your answers to three decimal places.
Portfolio Sharpe measure P Q R S Market - Compute the Treynor measure for each portfolio and the market portfolio. Round your answers to three decimal places.
Portfolio Treynor measure P Q R S Market
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