You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset Portfolio X Y Z Market Risk-free Rp 14.0% Op 31% 13.0 26 7.0 14 10.2 6.0 19 0 вр 1.35 1.10 0.75 1.00 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? Note: A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent

You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset Portfolio X Y Z Market Risk-free Rp 14.0% Op 31% 13.0 26 7.0 14 10.2 6.0 19 0 вр 1.35 1.10 0.75 1.00 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? Note: A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 13QTD

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