Interested to Buy Any Domain ? << Click Here >> for more details...
Consider the following data for a particular period:
Portfolio (P)
market (M)
----------------------------------------------------
-----
Average
return
35 % 28 %
Beta
1.2 1.0
Standard
deviation
4.2 % 30 %
Non-systematic
risk 18
% ----
Calculate the following performance measures for portfolio
(P) and the market (M) by using Sharpe, Jensen and Treynor
methods. The T-bill rate during the period was 6 % by
which measures did portfolio P outperform the market $
- 1 Answers
- 4472 Views
- I also Faced
- E-Mail Answers
Answer Posted / pradeep verma
i have no answer
| Is This Answer Correct ? | 2 Yes | 0 No |
Post New Answer View All Answers
Why more and more companies are coming to Baddi?
What are the basic documents a person requires to open an account
Which is the first bank that was incorporated at the initiative of world bank and in which year?
What is the current price/level of: the FTSE 100, S&P 500, the Bank of England base rate, LIBOR, a barrel of Brent Crude, an ounce of gold, the US dollar, and the euro?
Why do you need to subtract cash from the enterprise value formula?
Tell us something about yourself in one minute?
What is the meaning of 'base rate'?
What's MUDRA bank yojana
What is the Banking Ombudsman Scheme?
Name the highest literary award given in India?
Explain in Tally ERP 9, how you can view profit and loss statement?
What is 'banking cash transaction tax (bctt)'?
Where are the headquarters of Indian Government Banks?
What do you know about FII, FDI and FII?
What is accretion accounting?
