The risk-free rate is currently 8.4%. Use the data in the accompanying table for the...

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The risk-free rate is currently 8.4%. Use the data in the accompanying table for the Flo family's portfolio and the market portfolio during the year just ended to answer the questions that follow. the top-right comer of the data table below in order to copy its contents into a spreadsheet) Market Portfolio 10.7% 9.1% 1.00 Data Item Rate of return Standard deviation of return Beta Fios' Portfolio 13 3% 13 5% 1.35 a. Calculate Sharpe's measure for the portfolio and the market. Compare the two measures, and assess the performance of the Fios' portfolio during the year just ended b. Calculate Treynor's measure for the portfolio and the market. Compare the two, and assess the performance of the Fios' portfolio during the year just ended c. Calculate Jensen's measure (Jensen's alpha). Use it to assess the performance of the Fios' portfolio during the year just ended. d. On the basis of your findings in parts a, b, and c, assess the performance of the Fios' portfolio during the year just ended. a. The Sharpe's measure for the Fio portfolio is (Round to two decimal places.) The Sharpe's measure for the market portfolio is(Round to two decimal places) Based on the computed Sharpe's measures, the Fio portfolio's performance is b. The Treynor's measure for the Fio portfolio is %. (Round to two decimal places.) The Treynor's measure for the market portfolio is | % (Round to two decimal places ) Based on the computed Treynors measures, the Fio portfolio's performance is c. The Jensen's measure for the Fio portfolio is%. (Round to two decimal places.) Based on the computed Jensen's measure, the Fio portfolio d. On the basis of your findings in parts a, b, and c, the Fio portfolio to the market's performance. (Select from the drop-down menu.) to the market's performance. (Choose from the drop-down menu.) Vthe market. (Select from the drop-down menu.) Vthe market during the year just ended. (Select from the drop-down menu.) The risk-free rate is currently 8.4%. Use the data in the accompanying table for the Flo family's portfolio and the market portfolio during the year just ended to answer the questions that follow. the top-right comer of the data table below in order to copy its contents into a spreadsheet) Market Portfolio 10.7% 9.1% 1.00 Data Item Rate of return Standard deviation of return Beta Fios' Portfolio 13 3% 13 5% 1.35 a. Calculate Sharpe's measure for the portfolio and the market. Compare the two measures, and assess the performance of the Fios' portfolio during the year just ended b. Calculate Treynor's measure for the portfolio and the market. Compare the two, and assess the performance of the Fios' portfolio during the year just ended c. Calculate Jensen's measure (Jensen's alpha). Use it to assess the performance of the Fios' portfolio during the year just ended. d. On the basis of your findings in parts a, b, and c, assess the performance of the Fios' portfolio during the year just ended. a. The Sharpe's measure for the Fio portfolio is (Round to two decimal places.) The Sharpe's measure for the market portfolio is(Round to two decimal places) Based on the computed Sharpe's measures, the Fio portfolio's performance is b. The Treynor's measure for the Fio portfolio is %. (Round to two decimal places.) The Treynor's measure for the market portfolio is | % (Round to two decimal places ) Based on the computed Treynors measures, the Fio portfolio's performance is c. The Jensen's measure for the Fio portfolio is%. (Round to two decimal places.) Based on the computed Jensen's measure, the Fio portfolio d. On the basis of your findings in parts a, b, and c, the Fio portfolio to the market's performance. (Select from the drop-down menu.) to the market's performance. (Choose from the drop-down menu.) Vthe market. (Select from the drop-down menu.) Vthe market during the year just ended. (Select from the drop-down menu.)

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