The market porfolio and the risk-free asset

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Reference no: EM131013325

You are given the following information concerning three portfolios, the market porfolio, and the risk-free asset: Portfolio X 12% Rp 29% Op 1.25 Bp Portfolio Y 11% Rp 24% Op 1.10% Bp Portfolio Z 8% Op 14% Op .75 Bp Market 10 Rp 19 Op 1.00 Bp Risk-free 4 Rp 0p 0 Bp. What is the sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio?

Reference no: EM131013325

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