The following table provides information about the portfolio performance of three investment managers:
Manager |
Return |
Standard Deviation |
Beta |
A |
25% |
22% |
2.1 |
B |
21% |
19% |
1.5 |
C |
15% |
10% |
0.8 |
Market (M) |
15% |
12% |
Risk Free Rate = 5% |
Complete the following table:
Manager |
Expected Return |
Sharpe Ratio |
Treynor Ratio |
Jensen’s Alpha |
A |
||||
B |
||||
C |
||||
Rank |
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