Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management. Introduction: Sharpe ratio is calculated the risk management with respect to the total risk in portfolio. It is called as reward to volatile ratio. Treynor ratio measures the portfolio risk premium where it is difference of return and risk free rate.

Question

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Answer 1

Question

Chapter 24, Problem 14CP

A

Summary Introduction

To calculate: Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

Introduction: Sharpe ratio is calculated the risk management with respect to the total risk in portfolio. It is called as reward to volatile ratio. Treynor ratio measures the portfolio risk premium where it is difference of return and risk free rate.

B

Summary Introduction

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

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Answer 2

Question

Chapter 24, Problem 14CP

A

Summary Introduction

To calculate: Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

Introduction: Sharpe ratio is calculated the risk management with respect to the total risk in portfolio. It is called as reward to volatile ratio. Treynor ratio measures the portfolio risk premium where it is difference of return and risk free rate.

B

Summary Introduction

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

Expert Solution & Answer

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Check out a sample textbook solution

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Answer 3

Question

Chapter 24, Problem 14CP

A

Summary Introduction

To calculate: Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

Introduction: Sharpe ratio is calculated the risk management with respect to the total risk in portfolio. It is called as reward to volatile ratio. Treynor ratio measures the portfolio risk premium where it is difference of return and risk free rate.

B

Summary Introduction

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

Expert Solution & Answer

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Check out a sample textbook solution

See solution

Answer 4

Question

Chapter 24, Problem 14CP

A

Summary Introduction

To calculate: Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

Introduction: Sharpe ratio is calculated the risk management with respect to the total risk in portfolio. It is called as reward to volatile ratio. Treynor ratio measures the portfolio risk premium where it is difference of return and risk free rate.

B

Summary Introduction

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

Expert Solution & Answer

Want to see the full answer?

Check out a sample textbook solution

See solution

Answer 5

Chapter 24, Problem 14CP

A

Summary Introduction

To calculate: Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

Introduction: Sharpe ratio is calculated the risk management with respect to the total risk in portfolio. It is called as reward to volatile ratio. Treynor ratio measures the portfolio risk premium where it is difference of return and risk free rate.

B

Summary Introduction

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

Answer 6

Chapter 24, Problem 14CP

A

Summary Introduction

To calculate: Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

Introduction: Sharpe ratio is calculated the risk management with respect to the total risk in portfolio. It is called as reward to volatile ratio. Treynor ratio measures the portfolio risk premium where it is difference of return and risk free rate.

Answer 7

Chapter 24, Problem 14CP

A

Summary Introduction

To calculate: Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

Introduction: Sharpe ratio is calculated the risk management with respect to the total risk in portfolio. It is called as reward to volatile ratio. Treynor ratio measures the portfolio risk premium where it is difference of return and risk free rate.

Answer 8

B

Summary Introduction

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

Answer 9

B

Summary Introduction

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

Answer 10

Expert Solution & Answer

Answer 11

Expert Solution & Answer

Answer 12

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Answer 13

Ch. 24 - Prob. 1PS Ch. 24 - Prob. 2PS Ch. 24 - Prob. 3PS Ch. 24 - Prob. 4PS Ch. 24 - Prob. 5PS Ch. 24 - Prob. 6PS Ch. 24 - Prob. 7PS Ch. 24 - Prob. 8PS Ch. 24 - Prob. 9PS Ch. 24 - Prob. 10PS

Solution Summary: The author explains Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

Want to see the full answer?

Chapter 24 Solutions

Solution Summary: The author explains Sharpe ratio and Treynor ratio for Williamson capital and Joyner asset management.

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio. Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.

Want to see the full answer?

Chapter 24 Solutions

To explain: Criteria of different rankings from the treynor ratio and Sharpe ratio.

Introduction: Different rankings are occurred due to the clashing of the both values. The value is depending on the value of beta and standard deviation.