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Compute the sharpe-treynor and sortino ratios

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1. Given the following values, compute the Sharpe, Treynor, and Sortino ratios. Average return=9%, risk-free rate=2%, beta=1.1, standard deviation=21%, downside deviation=14%.

2. Given the following values, compute the Sharpe, Treynor, and Sortino ratios. Average return=11%, risk-free rate=1%, beta=1.3, standard deviation=24%, downside deviation=12%.

3. Unlevered mean and standard deviation: 8%, 15%.

If the borrowing rate is 4%, what is the mean and standard deviation of a portfolio where the investor has $15,000 equity and borrows $10,000 for a total investment of $25,000?

4. Unlevered mean and standard deviation: 12%, 26%.

If the borrowing rate is 3%, what is the mean and standard deviation of a portfolio where the investor has $225,000 equity and borrows $175,000 for a total investment of $400,000?

Reference no: EM132053170

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