Calculate the sharpe ratio and jensens alpha for the, Financial Management

+44 141 628 6080
[email protected]

Calculate the sharpe ratio and jensens alpha for the

Your portfolio had a return of 20% last year. Its standard deviation is 35% and its beta is 1.2. the market has a return of 16% with 25% standard deviation, and the risk free rate is 5%. Question:

1) Calculate the Sharpe ratio and Jensen’s alpha for the portfolio.

2) Calculate the Sharpe ratio for the market.

3) Evaluate the performance of the portfolio

View Complete Question

Request for Solution File

Ask an Expert for Answer!!

Financial Management: Calculate the sharpe ratio and jensens alpha for the

Reference No:- TGS02365125

Expected delivery within 24 Hours

Have a Question? (oR Write a Review)

Write atleast 100 words!!

Asked Questions

Create a comprehensive disaster preparedness plan

Students will outline the steps they would take to create a comprehensive disaster preparedness plan for a small North/East Texas community

Importance of wildfire preparedness for your city

Introduction: Provide a brief overview of the importance of wildfire preparedness for your city.

Assess the health centers policies and procedures

Assess the Health Center's policies and procedures for managing user access to their electronic health record system. Ask yourself

Engage in critical thinking about child development issues

- Explore the biological, social/cultural, cognitive and emotional development of the child. - Engage in critical thinking regarding child development issues.

Discussing marriage and family dynamics

Your text briefly discusses six major models or frameworks for discussing marriage and family dynamics.

What if breaches of confidentiality occur

What ethical matters should Barbara consider as she plans this group? What methods should Barbara use to ensure confidentiality in context of group counseling?

Discuss a criminal justice topic

Discuss a criminal justice topic requesting instructor approval of the topic. In your discussion post discuss what you have identified in the current peer-revie

Request for Solution File

Ask an Expert for Answer!!

Financial Management: Calculate the sharpe ratio and jensens alpha for the

Reference No:- TGS02365125

Have a Question? (oR Write a Review)

Recent Questions Asked Financial Management

Q : What is the expected value of next years annual dividend if

Q : Rackin pinion corporations assets are currently worth 1210

Q : Store a uses the news vendor model to manage its inventory

Q : Clculate your portfolios expected return under capm

Q : Calculate the sharpe ratio and jensens alpha for the

Q : Suppose that a company has a current earning per share of 2

Q : What profit margin must the firm achieve in order to meet

Q : A client says he doesnt want a diversified portfolio since

Q : Suppose a stock paid a 5 dollar dividend today the discount