Investment project analyzation

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nvestment project analyzation;analysis for these number. 7. Treynor ratio, portfolio 8. Portfolio beta a. using Cov/Var measure b. using CAPM (report R-squared and p values)analysis for these number.

7. Treynor ratio, portfolio

8. Portfolio beta
a. using Cov/Var measure
b. using CAPM (report R-squared and p values)

9. Benchmark beta
a. using Cov/Var measure
b. using CAPM (report R-squared and p values)

10. Variance of portfolio residual

11. Information ratio, portfolio

(Treynor ratio: portfolio: -.035

Portfolio beta: a.cov/var measure: .00036
b.capm: .0804
Benchmark beta: a. cov/var measure: .8021
b .camp:.7074

Variance of portfolio residual:.0002

Information ratio: portfolio:.2007)

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