Originally Posted by
financetutelage
6. Calculate Sharpe Measure, Treynor Measure with the following information
Portfolio Expected Return = 20%
Standard Deviation = 30%
Risk Free Rate = 3%
A. Both Sharpe Measure and Treynor Measure cannot be calculated with the above information
B. Sharpe Measure = 0.57 , Treynor Measure cannot be calculated with the above information
C. Sharpe Measure cannot be calculated with the above information, Treynor Measure = 0.57
D. Sharpe Measure = 0.57, Treynor Measure = 0.17
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