Investments
Investments
11th Edition
ISBN: 9781259277177
Author: Zvi Bodie Professor, Alex Kane, Alan J. Marcus Professor
Publisher: McGraw-Hill Education
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Chapter 24, Problem 12CP

A

Summary Introduction

To explain: Market index, benchmark, and median of the portfolio.

Introduction: Market index judge the performance of portfolio, benchmark also maintain the performance and manger universe monitor the performance of manager.

B

Summary Introduction

To explain: Sharpe ratio, Treynor ratio, and Alpha value for the portfolio.

Introduction: Sharpe ratio is measured with respect to the standard deviation, Treynor ratio is measured with respect to beta value and Alpha value is difference of returns.

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