Calculate treynor measure for your portfolio and the market

Assignment Help Accounting Basics
Reference no: EM131627147

Question: Your portfolio has a beta equal to 1.3. It returned 12% last year. The market returned 10%; the risk-free rate is 2%. Calculate Treynor's measure for your portfolio and the market. Did you earn a better return than the market given the risk you took?

Reference no: EM131627147

Questions Cloud

Forward exchange contract and still make money : The risk of such trade is that the Australian dollar may depreciate sharply. Could you eliminate this risk by entering into a forward exchange contract?
What would be the long-run effect of the given policy : Discussion Question- What do you think would be the immediate impact of that policy? What would be the long-run effect of that policy?
Calculate sharpe measure for niki malone portfolio : Niki Malone's portfolio earned a return of 11.8% during the year just ended. The portfolio's standard deviation of return was 14.1%.
Analyze economic impact of contracting and governance form : Analyze the economic impact of contracting, governance and organizational form within organizations. Use technology and information resources to research issue.
Calculate treynor measure for your portfolio and the market : Your portfolio has a beta equal to 1.3. It returned 12% last year. The market returned 10%; the risk-free rate is 2%.
Discuss should construction be halted on the plant : A tiny bird was found nesting in a tree at the construction site for the new HarborTown auto assembly plant
Concepts of an enterprise and global network management : Apply the concepts of an enterprise and global network management using the major components of hardware, software, media and services.
Test the code : Please see the attached file as it includes all files and ways to test the code. It seems if you can get "ComplexLoopTopo.py" to work
Discuss food and drink processing systems : Starbucks has various patents for its food and drink processing systems

Reviews

Write a Review

Accounting Basics Questions & Answers

  How much control does fed have over this longer real rate

Hubbard argues that the Fed can control the Fed funds rate, but the interest rate that is important for the economy is a longer-term real rate of interest.   How much control does the Fed have over this longer real rate?

  Coures:- fundamental accounting principles

Coures:- Fundamental Accounting Principles: - Explain the goals and uses of special journals.

  Accounting problems

Accounting problems,  Draw a detailed timeline incorporating the dividends, calculate    the exact Payback Period  b)   the discounted Payback Period. the IRR,  the NPV, the Profitability Index.

  Write a report on internal controls

Write a report on Internal Controls

  Prepare the bank reconciliation for company

Prepare the bank reconciliation for company.

  Cost-benefit analysis

Create a cost-benefit analysis to evaluate the project

  Theory of interest

Theory of Interest: NPV, IRR, Nominal and Real, Amortization, Sinking Fund, TWRR, DWRR

  Liquidity and profitability

Distinguish between liquidity and profitability.

  What is the expected risk premium on the portfolio

Your Corp, Inc. has a corporate tax rate of 35%. Please calculate their after tax cost of debt expressed as a percentage. Your Corp, Inc. has several outstanding bond issues all of which require semiannual interest payments.

  Simple interest and compound interest

Simple Interest, Compound interest, discount rate, force of interest, AV, PV

  Capm and venture capital

CAPM and Venture Capital

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd