Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN: 9781260316193
Author: Bodie
Publisher: MCG
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Chapter 18, Problem 4CP
Summary Introduction

To determine:

The Treynor performance measure for portfolio P

Introduction:

Treynor Performance: It is developed by Jack Treynor. It is also known as reward to volatility ratio. It is a risk-adjusted measurement of return which is based on systematic risk. It is similar to the Sharpe ratio. In this risk refers to market risk which was represented by beta.

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