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The returns for stock A and market portfolio are as follows: Year Stock A Return...

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Finance

The returns for stock A and market portfolio are as follows: Year Stock A Return Market portfolio return 2006 11% 9% 2007 10% 2% 2008 3% 1% Market risk premium is 5% and risk-free rate is 2%. a) What are the beta of your asset A? b) What is your stock As Jensens alpha? Is stock A under- or over-valued? c) What is the Sharpe ratio of the stock A? d) What is the Treynor measure of performance evaluation? Please answer without financial calculator and show all calculations!!!

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