You are given the following Information concerning three portfollos, the market portfolio, and the risk-free asset Portfolio X Rp 13.0% op 39% Op Y 12.0 34 Z 7.2 24 Market Risk-free 11.0 29 5.6 བྲཱཎྞ༢॰ 1.75 1.30 .85 1.00 e What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be Indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round Intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.) Portfolio X Sharpe Ratio Treynor Ratio Jensen's Alpha % Y % Z % Market %
You are given the following Information concerning three portfollos, the market portfolio, and the risk-free asset Portfolio X Rp 13.0% op 39% Op Y 12.0 34 Z 7.2 24 Market Risk-free 11.0 29 5.6 བྲཱཎྞ༢॰ 1.75 1.30 .85 1.00 e What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be Indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round Intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.) Portfolio X Sharpe Ratio Treynor Ratio Jensen's Alpha % Y % Z % Market %
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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![You are given the following Information concerning three portfolios, the market portfollo, and the risk-free asset
Portfolio
Rp
Op
X
13.0%
Y
12.0
Z
Market
Risk-free
7.2
11.0
24
5.6
ཝིཙྪཱཙྪ༢༤
39%
1.75
1.30
.85
1.00
B
What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be Indicated by a minus
sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round Intermediate calculations. Round your ratio
answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.)
Portfolio
Sharpe Ratio
Treynor Ratio
Jensen's Alpha
X
%
Y
Z
%
%
Market
%](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fda2e0325-43f0-4f09-a103-09069ce0585e%2F9a72f07a-9e96-417e-bfce-d7ed69512963%2Fzeg4go_processed.jpeg&w=3840&q=75)
Transcribed Image Text:You are given the following Information concerning three portfolios, the market portfollo, and the risk-free asset
Portfolio
Rp
Op
X
13.0%
Y
12.0
Z
Market
Risk-free
7.2
11.0
24
5.6
ཝིཙྪཱཙྪ༢༤
39%
1.75
1.30
.85
1.00
B
What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be Indicated by a minus
sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round Intermediate calculations. Round your ratio
answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.)
Portfolio
Sharpe Ratio
Treynor Ratio
Jensen's Alpha
X
%
Y
Z
%
%
Market
%
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