Select the manager with best performance.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Example 7: Calculate Treynor Ratio on the basis of the results of four
portfolio managers for a 5-year period given below (Rp 10%, RM 16%):
Portfolio Manager Average Return (%)
Beta
0.80
14
17
17
15
A.
B.
1.05
1.25
D
0.90
Select the manager with best performance.
Transcribed Image Text:Example 7: Calculate Treynor Ratio on the basis of the results of four portfolio managers for a 5-year period given below (Rp 10%, RM 16%): Portfolio Manager Average Return (%) Beta 0.80 14 17 17 15 A. B. 1.05 1.25 D 0.90 Select the manager with best performance.
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