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Portfolio Average Std. Deviation Correlation Portfolio Average Std. Deviation Correlation
Annual Return Co-efficient Annual Return Co-efficient
A 18 27 0.8 A 18 27 0.8
B 14 18 0.6 B 14 18 0.6
C 15 8 0.9 C 15 8 0.9
Market 13 12 - Market 13 12 -
Risk Free Rate of Return is 9%. Risk Free Rate of Return is 9%.
Calculate the Ranks of Portfolios under Sharpe and Treynor Index. (8m) Calculate the Ranks of Portfolios under Sharpe and Treynor Index. (8m)
(ii) Explain in Detail about Capital Asset Pricing Model. (8m) (ii) Explain in Detail about Capital Asset Pricing Model. (8m)