Your portfolio has a beta equal to 1.9. It returned 11.1% last year. The market returned 9.5%; the risk-free rate is
Posted: Thu May 05, 2022 8:07 am
Your portfolio has a beta equal to 1.9. It
returned 11.1% last year. The market
returned 9.5%; the risk-free rate
is 2.6%. Calculate Treynor's measure for your
portfolio and the market. Did you earn a better return than the
market given the risk you took?
Part 1
The Treynor's measure for your portfolio is__________
(Round to two decimal places.)
Part 2
The Treynor's measure for the market is_______
(Round to two decimal places.)
Part 3
Your portfolio's performance is__________ to
the market's performance.
returned 11.1% last year. The market
returned 9.5%; the risk-free rate
is 2.6%. Calculate Treynor's measure for your
portfolio and the market. Did you earn a better return than the
market given the risk you took?
Part 1
The Treynor's measure for your portfolio is__________
(Round to two decimal places.)
Part 2
The Treynor's measure for the market is_______
(Round to two decimal places.)
Part 3
Your portfolio's performance is__________ to
the market's performance.