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During the year just ended, Anna Schultz's portfolio, which has a

During the year just ended, Anna Schultz's portfolio, which has a beta of 0.96, earned a return of 8.7 %. The risk-free rate is currently 4.2 %, and the return on the market portfolio during the year just ended was 8.9 %.

a. Calculate Treynor's measure for Anna's portfolio for the year just ended.

b. Compare the performance of Anna's portfolio found in part a to that of Stacey Quant's portfolio, which has a Treynor's measure of 1.27%. Which portfolio performed better? Explain.

c. Calculate Treynor's measure for the market portfolio for the year just ended.

d. Use your findings in parts a and c to discuss the performance of Anna's portfolio relative to the market during the year just ended.

Questions:

a. The Treynor's measure for Anna's portfolio is (blank)% ?

b. Anna's portfolio (underperformed or overperformed) Stacy's with a TM of (4.69% or 1.27%)

c. The Treynor's measure for the market portfolio is (blank %) ?

d. The market (underperformed or overperformed) Anna's portfolio; its TM was (blank %) compared to (blank%) from her portfolio

Aug 29 2020 View more View Less

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During the year just​ ended, Anna​ Schultz's portfolio, which has a

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During the year just ended, Anna Schultz's portfolio, which has a