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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP σP βP X 16.5 % 37 % 1.40 Y 15.5 32 1.15 Z 7.4 22 .70 Market 11.8 27 1.00 Risk-free 5.2 0 0 What is the Sharpe ratio, Treynor ratio, and Jensen’s alpha for each portfolio? (Negative values should be indicated by a minus sign. Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Round your Sharpe ratio answers and Treynor ratio answers to 5 decimal places and Jensen's alpha answers to 2 decimal places. Omit the "%" sign in your response.) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha X % Y % Z % Market %
Submit a one (1) page analysis of your stock portfolio, including why you picked your stocks, and how your rate of return and beta calculation compare to the S&P 500.
Solar Shades has 8.4 million shares of common stock outstanding, 4.4 million shares of preferred stock outstanding, and 14 thousand bonds. If the common shares are selling for $13.40 per share, the preferred shares are selling for $30.40 per share, a..
A wealthy philanthropist has established the following endowment for a hospital. The details are as follows: a cash deposit of $ 12 M two years from now; an annual cash deposit of $4M per year for the next five years. what is the value of this endowm..
Consider the process of calculating a loan amortization schedule. The portion of the payment that goes toward the payment of interest is __________ than the previous period’s interest payment and the portion of the payment that goes toward the repaym..
Your employer contributes $100 a week to your retirement plan. Assume that you work for this employer for another 10 years and the applicable discount rate is 7.25%. Given these assumptions, what is this employee benefit worth to you today?
Shareholders of some companies occasionally complain about the huge cash reserves the companies accumulate. And, sometimes (Wal-Mart in 2007, Apple in 2013) firms indeed satisfy investor concerns and announce plans to distribute substantial portions ..
Calculate the implied repo rate for the March June 2011 Treasury bond futures spread. If the actual forward repo rate is 4 percent, what do you recommend?
The Wintergreens are planning ahead for their son's education. He's eight now and will start college in 10 years. How much will they have to set aside each year to have $65,000 when he starts if the interest rate is 7%?
Pricing objectives and pricing methods in the services sector
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.3%. What is the standard devia..
Suppose your company needs to raise $35.4 million and you want to issue 24-year bonds for this purpose. Assume the required return on your bond issue will be 7.9 percent, and you’re evaluating two issue alternatives: a 7.9 percent semiannual coupon b..
Kelly's Corner Bakery purchased a lot in Oil City six years ago at a cost of $278,000. Today, that lot has a market value of $264,000. At the time of the purchase, the company spent $6,000 to level the lot and another $8,000 to install storm drains. ..
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