GEN COMBO LOOSELEAF INVESTMENTS; CONNECT ACCESS CARD
GEN COMBO LOOSELEAF INVESTMENTS; CONNECT ACCESS CARD
11th Edition
ISBN: 9781260201550
Author: Bodie
Publisher: MCG
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Chapter 24, Problem 9PS

A

Summary Introduction

To calculate: The value of alpha, information ratio, Sharpe ratio, and Treynor measure for stocks with the given information.

Introduction: The value of alpha is depending upon the standard deviation, return value and excess return value. Information ratio is ratio of alpha and residual standard deviation.

B

Summary Introduction

To explain: The choice to be made of best stock in different given circumstances.

Introduction: Compare all the values of different parameters we find that stock ‘A’ has high Sharpe ratio and stock ‘B’ has high alpha value and treynor ratio.

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