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What is portfolio A's CAPM beta based on your analysis? Round off your answer to three digits after the decimal points. State your answer as a percentage point as 1.234.   Compute the Treynor measure for portfolio B. Round off your answer to three digits after the decimal point. State your answer as 1.234

What is portfolio A's CAPM beta based on your analysis? Round off your answer to three digits after the decimal points. State your answer as a percentage point as 1.234.   Compute the Treynor measure for portfolio B. Round off your answer to three digits after the decimal point. State your answer as 1.234

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
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What is portfolio A's CAPM beta based on your analysis? Round off your answer to three digits after the decimal points. State your answer as a percentage point as 1.234.

 

Compute the Treynor measure for portfolio B. Round off your answer to three digits after the decimal point. State your answer as 1.234

Paste Clipboard A Month BIU X✓ fx 2.46 C D Excess Returns over the risk free rate A M 5.63 3.86 3.25 -2.86 -0.10 -7.36 8.56 3.58 4.32 13.18 38.14 15.46 10.83 13.93 8.76 11.43 40.13 15.41 -1.61 -7.79 -5.10 7.61 1.88 3.79 -5.67 1.90 -14.22 9.81 13.14 7.54 -1.96 -4.63 -2.08 2.83 -0.72 2.46 1 2 3 4 5 10 11 12 Font E F Alignment G
Transcribed Image Text:Paste Clipboard A Month BIU X✓ fx 2.46 C D Excess Returns over the risk free rate A M 5.63 3.86 3.25 -2.86 -0.10 -7.36 8.56 3.58 4.32 13.18 38.14 15.46 10.83 13.93 8.76 11.43 40.13 15.41 -1.61 -7.79 -5.10 7.61 1.88 3.79 -5.67 1.90 -14.22 9.81 13.14 7.54 -1.96 -4.63 -2.08 2.83 -0.72 2.46 1 2 3 4 5 10 11 12 Font E F Alignment G
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