Business, 05.05.2020 20:38 andreanaapollon7593

Performance Measures Risk-free rate 1% Market Return 12% NKU Portfolio Ohio Portfolio Beta 1.72 0.97 1.14 1.39 0.69 0.39 Weight 25% 30% 45% 40% 35% 25% Year AMZN DAL JPM Portfolio Return LOW MCD PG 2008 -44.65% -23.04% -27.77% -4.86% 5.57% -15.80% 2009 162.32% -0.70% 32.16% 8.69% 0.40% -1.92% 2010 33.81% 10.72% 1.80% 7.23% 22.93% 6.10% 2011 -3.83% -35.79% -21.62% 1.20% 30.71% 3.70% 2012 44.93% 46.72% 32.24% 39.95% -12.08% 1.77% 2013 58.96% 131.42% 33.00% 39.50% 10.00% 19.91% 2014 -22.18% 79.07% 7.01% 38.85% -3.43% 11.89% 2015 117.78% 3.05% 5.51% 10.52% 26.08% -12.82% 2016 10.95% -2.96% 30.68% -6.47% 3.03% 5.88% 2017 55.96% 13.84% 23.93% 30.68% 41.41% 9.28% Portfolio Return Portfolio Variance Portfolio STD Portfolio Beta Portfolio Expected Rate of Return 1. Please Calculate the Sharpe Ratio of the NKU Portfolio 0.7279 2. Please Calculate the Sharpe Ratio of the Ohio Portfolio 1.0940 3. Please Calculate the Treynor Ratio of the NKU Portfolio 0.1725 4. Please Calculate the Treynor Ratio of the Ohio Portfolio 0.1192 5. Please Calculate the Jensen's alpha of the NKU Portfolio 7.71% 6. Please Calculate the Jensen's alpha of the Ohio Portfolio 0.83%

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Performance Measures Risk-free rate 1% Market Return 12% NKU Portfolio Ohio Portfolio Beta 1.72 0.97...

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