Consider the following data for a particular sample period when returns were high.Portfolio P -...
70.2K
Verified Solution
Link Copied!
Question
Accounting
Consider the following data for a particular sample period when returns were high.
Portfolio P - Average return 35%, beta 1.2 and standard deviation 42%
Market M - average return 28%, beta 1.0 and standard deviation 30%
Required
A. Calculate Jensen Alpha, Sharpe ratio and Treynor measures.
B. By which measure did portfolio P outperform the market.
C. By the result of the Jensen alpha would you consider the portfolio manager to be a passive or an active manager? Discuss?
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
- Unlimited Question Access with detailed Answers
- Zin AI - 3 Million Words
- 10 Dall-E 3 Images
- 20 Plot Generations
- Conversation with Dialogue Memory
- No Ads, Ever!
- Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Other questions asked by students
StudyZin's Question Purchase
1 Answer
$0.99
(Save $1 )
One time Pay
- No Ads
- Answer to 1 Question
- Get free Zin AI - 50 Thousand Words per Month
Best
Unlimited
$4.99*
(Save $5 )
Billed Monthly
- No Ads
- Answers to Unlimited Questions
- Get free Zin AI - 3 Million Words per Month
*First month only
Free
$0
- Get this answer for free!
- Sign up now to unlock the answer instantly
You can see the logs in the Dashboard.