0Market DataRisk-Free RateAlphaBetaMarket DataCompany DataResidual standard deviation, o(e)Standard Deviation of Excess ReturnReturnA0.1200.0250.0151.2000.1050.245Standard DeviationB0.2000.0000.0200.8000.1950.235BetaC112 Required:13 Using the data above, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio.141.0000.000-0.0051.2500.0670.210E (Use cells A3 to D10 from the given information to complete this question. Negative answers should be input and displayed as a negative5 values. All other answers should be input and displayed as positive values.)5718 Sharpe RatioRisk-Adjusted Performance Measures19 Treynor's Measure20 Information Ratio2122ABCMarket

Risk adjusted measures are used to determine the reward an investor would get for taking that amount…

Market Data Risk-Free Rate Alpha Beta Market Data Company Data Residual standard deviation, o(e) Standard Deviation of Excess Return Return A 0.120 0.025 0.015 1.200 0.105 0.245 Standard Deviation B 0.200 0.000 0.020 0.800 0.195 0.235 Beta C 2 Required: 3 Using the data above, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio. 1.000 0.000 -0.005 1.250 0.067 0.210

Market Data Risk-Free Rate Alpha Beta Market Data Company Data Residual standard deviation, o(e) Standard Deviation of Excess Return Return A 0.120 0.025 0.015 1.200 0.105 0.245 Standard Deviation B 0.200 0.000 0.020 0.800 0.195 0.235 Beta C 2 Required: 3 Using the data above, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio. 1.000 0.000 -0.005 1.250 0.067 0.210

Entrepreneurial Finance

6th Edition

ISBN:9781337635653

Author:Leach

Publisher:Leach

Chapter5: Evaluating Operating And Financial Performance

Section: Chapter Questions

Problem 6DQ

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