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Calculate Treynor measure for Anna portfolio

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Reference no: EM133103967

Question - During the year just ended, Anna Schultz's portfolio, which has a beta of 0.94, earned a return of 8.5%. The risk-free rate is currently 3.4%, and the return on the market portfolio during the year just ended was 9.1%.

Required -

a. Calculate Treynor's measure for Anna's portfolio for the year just ended.

b. Compare the performance of Anna's portfolio found in part a to that of Stacey Quant's portfolio, which has a Treynor's measure of 1.38%. Which portfolio performed better? Explain.

c. Calculate Treynor's measure for the market portfolio for the year just ended.

d. Use your findings in parts a and c to discuss the performance of Anna's portfolio relative to the market during the year just ended.

Reference no: EM133103967

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