What is the treynor measure of the portfolio

Reference no: EM13263654

A portfolio P generates an annual return of 16%, a beta of .8, and a standard deviation of 25%. The market index return is 15% and has a standard deviation of 21%. T-bill rate is 3%.
a. What is the M2 measure of the portfolio?
b. What is the Treynor measure of the portfolio?
c. What is the Sharpe ratio of the portfolio?
d. What is Jensen's alpha?
e. What is the information ratio?
f. What is Sharpe ratio of the optimized portfolio using portfolio P and market index?

Reference no: EM13263654

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