Example 7: Calculate Treynor Ratio on the basis of the results of four portfolio managers for a 5-year period given below (Rp 10%, RM 16%): Portfolio Manager Average Return (%) Beta 0.80 14 17 17 15...

Example 7: Calculate Treynor Ratio on the basis of the results of four<br>portfolio managers for a 5-year period given below (Rp 10%, RM 16%):<br>Portfolio Manager Average Return (%)<br>Beta<br>0.80<br>14<br>17<br>17<br>15<br>A.<br>B.<br>1.05<br>1.25<br>D<br>0.90<br>Select the manager with best performance.<br>

Extracted text: Example 7: Calculate Treynor Ratio on the basis of the results of four portfolio managers for a 5-year period given below (Rp 10%, RM 16%): Portfolio Manager Average Return (%) Beta 0.80 14 17 17 15 A. B. 1.05 1.25 D 0.90 Select the manager with best performance.

Jun 09, 2022

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Example 7: Calculate Treynor Ratio on the basis of the results of four portfolio managers for a 5-year period given below (Rp 10%, RM 16%): Portfolio Manager Average Return (%) Beta 0.80 14 17 17 15...

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