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Unformatted text preview: of these portfolios to your holdings? Explain. b. If instead you could invest only in bills and one of these portfolios, which would you choose? 10. During a particular year, the T-bill rate was 6%, the market return was 14%, and a portfolio manager with beta of .5 realized a return of 10%. Evaluate the manager based on the portfolio alpha....
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This note was uploaded on 12/06/2011 for the course PHYSICS 111&112 taught by Professor Unknown during the Spring '11 term at Ohio State.
- Spring '11