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In: Finance

The return, standard deviation, market risk premium and Beta (β) of A, B, C, D and...

  1. The return, standard deviation, market risk premium and Beta (β) of A, B, C, D and the Market Portfolio and the risk-free interest rate are given in the table below. Find the performance of portfolios (excluding Sortino).  PREPARED BY HANDWRİTİNG.

                                                                              

portfolio

return (rp)

risk free interest rate (rf)

std. deviation

Beta

market risk premium (rp-rf)

A

         18,00   

                11,00   

                  6,00   

1,24

          7,00   

B

         12,00   

                11,00   

                  2,00   

0,87

          1,00   

C

           9,00   

                11,00   

                  0,50   

- 0,73

-         2,00   

D

         15,00   

                11,00   

                  3,00   

0,46

          4,00   

Market

         13,00   

                11,00   

                  1,50   

1

          2,00   

Solutions

Expert Solution

jeff jeffy answered 2 years ago
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