You are given the following Information concerning three portfollos, the market portfollo, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 14.0% Portfolio X Y Z Market 13.0 7.0 10.2 6.0 ºp Sharpe Ratio 31% 26 14 19 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfollo? Note: A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. not round Intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places. op 1.35 1.10 Treynor Ratio 0.75 1.00 0 Jensen's Alpha % % % %
You are given the following Information concerning three portfollos, the market portfollo, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 14.0% Portfolio X Y Z Market 13.0 7.0 10.2 6.0 ºp Sharpe Ratio 31% 26 14 19 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfollo? Note: A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. not round Intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places. op 1.35 1.10 Treynor Ratio 0.75 1.00 0 Jensen's Alpha % % % %
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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Nikul
![You are given the following Information concerning three portfollos, the market portfollo, and the risk-free asset:
8p
1.35
1.10
0.75
1.00
0
Portfolio
X
Y
Z
Market
Risk-free
Portfolio
X
Rp
14.0%
13.0
7.0
10.2
6.0
Y
Z
Market
ºp
Sharpe Ratio
7
What are the Sharpe ratlo, Treynor ratlo, and Jensen's alpha for each portfollo?
Note: A negative value should be Indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required.
not round Intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent
rounded to 2 decimal places.
31%
26
19
0
Treynor Ratio
Jensen's Alpha
96
%
%](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F33c2cc45-636b-4115-a0d5-ead8c704dee7%2Fd23dd809-041e-4586-b77e-cec27dfb5af3%2Fq1u4vyo_processed.jpeg&w=3840&q=75)
Transcribed Image Text:You are given the following Information concerning three portfollos, the market portfollo, and the risk-free asset:
8p
1.35
1.10
0.75
1.00
0
Portfolio
X
Y
Z
Market
Risk-free
Portfolio
X
Rp
14.0%
13.0
7.0
10.2
6.0
Y
Z
Market
ºp
Sharpe Ratio
7
What are the Sharpe ratlo, Treynor ratlo, and Jensen's alpha for each portfollo?
Note: A negative value should be Indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required.
not round Intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent
rounded to 2 decimal places.
31%
26
19
0
Treynor Ratio
Jensen's Alpha
96
%
%
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