Portfolio Z generates an annual return of 17%, a beta of 1.4 and a standard...
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Portfolio Z generates an annual return of 17%, a beta of 1.4 and a standard deviation of 23%. The market index return is 12% and has a standard deviation of 16%. What is the appraisal ratio of the portfolio if the risk free rate is 4% and the R-squared of the market model is 94.85%?
Portfolio Z generates an annual return of 17%, a beta of 1.4 and a standard deviation
of 23%. The market index return is 12% and has a standard deviation of 16%. What
is the appraisal ratio of the portfolio if the risk free rate is 4% and the R-squared of
the market model is 94.85%?
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