You are given the following Information concerning three portfollos, the market portfolio, and the risk-free asset Portfolio Rp Op X 13.0% Y 12.0 Z Market Risk-free 7.2 11.0 5.6 24 ཝིཙྪཱཙྪལ༤ 39% 1.75 1.30 .85 1.00 0 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 %
You are given the following Information concerning three portfollos, the market portfolio, and the risk-free asset Portfolio Rp Op X 13.0% Y 12.0 Z Market Risk-free 7.2 11.0 5.6 24 ཝིཙྪཱཙྪལ༤ 39% 1.75 1.30 .85 1.00 0 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 %
Chapter8: Analysis Of Risk And Return
Section: Chapter Questions
Problem 13QTD
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Question
![You are given the following Information concerning three portfollos, the market portfolio, and the risk-free asset
Portfolio
Rp
Op
X
13.0%
Y
12.0
Z
Market
Risk-free
7.2
11.0
5.6
24
ཝིཙྪཱཙྪལ༤
39%
1.75
1.30
.85
1.00
0
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%2Fffe13b1e-52d6-49e3-b686-9defce730c99%2Fd2898089-8396-40ce-8556-021433a48646%2Fnt3jluc_processed.png&w=3840&q=75)
Transcribed Image Text:You are given the following Information concerning three portfollos, the market portfolio, and the risk-free asset
Portfolio
Rp
Op
X
13.0%
Y
12.0
Z
Market
Risk-free
7.2
11.0
5.6
24
ཝིཙྪཱཙྪལ༤
39%
1.75
1.30
.85
1.00
0
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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