Provide an indicator of performance based on Treynor and select the better performing portfolio. Answer with respect to Excel   Data Portfolio 1 2 Return 14% 12% Risk free 4% 4% Beta 1.3 1.1 Standard Deviation 22% 18%

Q: Pick the best portfolio: O O Sharp = 0.3 O Sharp = 0.4 Sharp = 0.5

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Q: 4. Below is information on two actions: Expected performance, standard deviation, or 10% 8% 36 24…

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Q: YYYYMM Return(Stk) Return(Mkt) Return(T-bill) 201601 -4.98% -10.18% 0.05% 201602 -2.07%…

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A: Given: Risk free rate = 10% Market rate = 18% Beta = 0.8

Q: What is the total variance of the following portfolio including 2 assets invested in the ratio of…

A: Formula to be used: Portfolio variance=(WA2 x σ2A)+(WB2 x σ2B)+ (2 x WA x σA x WB x σB x r) Data…

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A:

Q: Design a portfolio using only puts where the profit line has slope 0 from price $0 to $80, slope −1…

A: Hi There, Thanks for posting the questions. As per our Q&A guidelines, must be answered only one…

Q: Calculate r. Decide whether to invest in a portfolio. Calculate optimum weights of investment in…

A: Note: Since you have posted a question with multiple sub-parts, we will solve the first three…

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Q: YYYYMM Return(Stk) Return(Mkt) Return(T-bill) 201601 -4.98% -10.18% 0.05% 201602 -2.07%…

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A: In order to check which portfolio is inefficient, we need to study the table thoroughly.

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A: Systematic risk refers to the type of risk which has an impact on the entire market. Also known as…

Q: 16. What is the total variance of the following portfolio including 2 assets invested in the ratio…

A: Formula to be used: Portfolio variance=(WA2 x σ2A)+(WB2 x σ2B)+ (2 x WA x σA x WB x σB x r) Data…

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A: Note: This post has three subparts.  The second part contains a reference to an optimal portfolio…

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A: Hi! Thank you for the question, As per the honor code, we are allowed to answer one question at a…

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Portfolio Management

Portfolio management is the process by which an investor decides that how the person will invest in a variety of assets in order to get a desired return in the future. A portfolio means a pool of assets that includes securities, bonds, and other investment instruments which helps in risk minimization of the money that has been invested. In other words, it can be said that a portfolio means a combination of assets in which an investor decides to invest their money in order to get a lump sum return in the future or even a series of cash flow that the person is expecting at the end of their job life.