|
Title: Phil has a portfolio with a 13.2% total return. The beta of the portfolio is 1.48 and the standard ... Post by: brettlaw on Mar 21, 2022 Phil has a portfolio with a 13.2% total return. The beta of the portfolio is 1.48 and the standard deviation is 13%. Currently, the risk-free rate of return is 4% and the overall market has a total return of 11%. What is the value of Treynor's measure for Phil's portfolio?
▸ 2.1% ▸ 6.2% ▸ 7.1% ▸ 8.9% Title: Phil has a portfolio with a 13.2% total return. The beta of the portfolio is 1.48 and the standard ... Post by: LeonKennedyS on Mar 21, 2022 Content hidden
|