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 ...