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values. All other answers Risk-Adjusted Performance Measures s Sharpe Ratio be put ail Treynor's Measure 0 Information Ratio 21 A B Market

values. All other answers Risk-Adjusted Performance Measures s Sharpe Ratio be put ail Treynor's Measure 0 Information Ratio 21 A B Market

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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(Use cells A3 to D10 from the given information to complete this question. Negative answers should be input and displayed as a negative 5 values. All other answers should be input and displayed as positive values.) 5 7 Risk-Adjusted Performance Measures 18 Sharpe Ratio 19 Treynor's Measure 20 Information Ratio 21 22 A B C Market
Transcribed Image Text:(Use cells A3 to D10 from the given information to complete this question. Negative answers should be input and displayed as a negative 5 values. All other answers should be input and displayed as positive values.) 5 7 Risk-Adjusted Performance Measures 18 Sharpe Ratio 19 Treynor's Measure 20 Information Ratio 21 22 A B C Market
0 Market Data Risk-Free Rate Alpha Beta Market Data Company Data Residual standard deviation, o(e) Standard Deviation of Excess Return Return A 0.120 0.025 0.015 1.200 0.105 0.245 Standard Deviation B 0.200 0.000 0.020 0.800 0.195 0.235 Beta C 1 12 Required: 13 Using the data above, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio. 14 1.000 0.000 -0.005 1.250 0.067 0.210 E
Transcribed Image Text:0 Market Data Risk-Free Rate Alpha Beta Market Data Company Data Residual standard deviation, o(e) Standard Deviation of Excess Return Return A 0.120 0.025 0.015 1.200 0.105 0.245 Standard Deviation B 0.200 0.000 0.020 0.800 0.195 0.235 Beta C 1 12 Required: 13 Using the data above, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio. 14 1.000 0.000 -0.005 1.250 0.067 0.210 E
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